+33.0%
SPG vs RACE
-4.6%
+37.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +3.1% | -4.0% | +7.1% | +3.7% |
| 30D | +16.4% | +3.5% | +12.9% | +15.9% |
| 3M | +7.1% | -0.4% | +7.5% | +7.0% |
| 6M | +16.1% | +23.2% | -7.1% | +12.8% |
| YTD | +30.4% | +11.0% | +19.5% | +26.4% |
| 1Y | +33.0% | -2.2% | +35.2% | +31.4% |
| All | +33.0% | -4.6% | +37.6% | +31.4% |
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 · 6 months rolling