-64.8%
SPCH vs RACE
+11.9%
-76.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.5% | +18.3% | +17.8% |
| 7D | -3.0% | +5.1% | -8.1% | -6.1% |
| 30D | -39.8% | +7.7% | -47.5% | -43.1% |
| 3M | +16.8% | +2.2% | +14.7% | +14.7% |
| All | -64.8% | +11.9% | -76.6% | -69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling