+85.1%
SPG vs RACE
+68.9%
+16.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -3.9% | +6.6% | +4.0% |
| 30D | +16.6% | +6.8% | +9.7% | +14.1% |
| 3M | +8.1% | +1.3% | +6.7% | +7.4% |
| 6M | +19.3% | +26.3% | -6.9% | +9.6% |
| YTD | +31.1% | +13.8% | +17.3% | +23.8% |
| 1Y | +32.8% | -0.5% | +33.2% | +31.6% |
| 3Y | +135.8% | +25.6% | +110.2% | +97.9% |
| 5Y | +85.1% | +67.6% | +17.5% | +27.0% |
| All | +85.1% | +68.9% | +16.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling