+334.3%
SPGI vs RACE
+738.3%
-404.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.9% | +3.9% | -4.8% | -2.4% |
| 30D | +15.5% | +7.4% | +8.1% | +12.3% |
| 3M | +15.7% | +1.6% | +14.1% | +14.7% |
| 6M | +19.1% | +23.3% | -4.3% | +8.7% |
| YTD | -4.1% | +14.7% | -18.7% | -10.8% |
| 1Y | +1.2% | +2.5% | -1.3% | -1.5% |
| 3Y | +31.6% | +28.0% | +3.6% | +8.5% |
| 5Y | +12.4% | +69.8% | -57.4% | -21.0% |
| 10Y | +334.3% | +734.9% | -400.6% | +87.8% |
| All | +334.3% | +738.3% | -404.0% | +87.8% |
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