-26.4%
SPOT vs RACE
-15.2%
-11.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | +8.3% | -1.5% | +9.8% | +8.6% |
| 3M | +5.1% | +15.5% | -10.4% | +1.0% |
| 6M | -6.5% | +17.3% | -23.8% | -10.8% |
| YTD | -9.0% | +11.1% | -20.1% | -14.3% |
| 1Y | -26.4% | -14.3% | -12.1% | -30.2% |
| All | -26.4% | -15.2% | -11.2% | -30.2% |
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