+343.3%
SPGI vs RACE
+729.2%
-385.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.7% |
| 30D | +15.9% | +6.1% | +9.8% | +13.2% |
| 3M | +12.3% | -0.3% | +12.6% | +12.2% |
| 6M | +23.7% | +23.4% | +0.3% | +12.9% |
| YTD | -3.5% | +12.5% | -16.1% | -9.7% |
| 1Y | +0.4% | -0.5% | +0.9% | -1.1% |
| 3Y | +29.9% | +23.6% | +6.3% | +8.8% |
| 5Y | +15.2% | +65.4% | -50.2% | -18.2% |
| All | +343.3% | +729.2% | -385.9% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling