+264.0%
SPOT vs RACE
+264.0%
0.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -2.2% |
| 7D | -0.9% | -2.5% | +1.6% | +0.4% |
| 30D | +12.5% | +0.8% | +11.7% | +11.9% |
| 3M | +9.9% | +17.2% | -7.3% | +0.2% |
| 6M | +1.6% | +13.6% | -12.0% | -6.3% |
| YTD | -6.6% | +12.2% | -18.8% | -13.6% |
| 1Y | -22.9% | -16.3% | -6.7% | -17.8% |
| 3Y | +244.3% | +36.4% | +207.8% | +163.7% |
| 5Y | +117.8% | +95.0% | +22.8% | +34.7% |
| All | +264.0% | +264.0% | 0.0% | +73.9% |
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