+93.5%
SPG vs RACE
+670.3%
-576.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | +5.0% | +5.7% | -0.6% | +3.1% |
| 30D | +12.3% | +9.3% | +3.0% | +9.1% |
| 3M | +1.9% | +3.8% | -2.0% | +0.4% |
| 6M | +14.4% | +29.8% | -15.4% | +4.1% |
| YTD | +26.5% | +15.6% | +10.9% | +18.8% |
| 1Y | +30.7% | +5.1% | +25.6% | +26.7% |
| 3Y | +122.6% | +30.8% | +91.8% | +92.1% |
| 5Y | +73.3% | +67.4% | +5.9% | +33.5% |
| 10Y | +111.1% | +793.6% | -682.5% | +12.7% |
| All | +93.5% | +670.3% | -576.8% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling