+306.8%
SPOT vs RACE
+269.1%
+37.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +14.6% | +6.6% | +7.9% | +10.8% |
| 3M | +18.4% | +2.2% | +16.2% | +16.8% |
| 6M | +45.1% | +22.4% | +22.7% | +28.7% |
| YTD | +4.4% | +13.8% | -9.4% | -4.3% |
| 1Y | -2.7% | +2.2% | -4.9% | -5.7% |
| 3Y | +254.6% | +25.6% | +228.9% | +186.5% |
| 5Y | +124.8% | +71.0% | +53.8% | +47.2% |
| All | +306.8% | +269.1% | +37.7% | +92.7% |
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