-63.2%
SPCH vs RACE
+16.3%
-79.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.8% | -10.2% |
| 7D | -13.4% | +9.9% | -23.3% | -18.8% |
| 30D | -39.6% | +12.8% | -52.4% | -44.9% |
| 3M | -1.4% | +7.4% | -8.8% | -7.6% |
| All | -63.2% | +16.3% | -79.4% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling