-86.0%
SPXU vs RACE
+92.4%
-178.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +0.8% |
| 7D | -1.5% | -1.0% | -0.4% | -2.3% |
| 30D | +3.7% | -1.5% | +5.3% | +2.5% |
| 3M | -9.6% | +15.5% | -25.0% | +5.1% |
| 6M | -32.4% | +17.3% | -49.7% | -18.6% |
| YTD | -28.7% | +11.1% | -39.8% | -18.4% |
| 1Y | -38.2% | -14.3% | -23.9% | -45.9% |
| 3Y | -80.4% | +40.2% | -120.6% | -61.5% |
| 5Y | -86.0% | +92.6% | -178.6% | -39.1% |
| All | -86.0% | +92.4% | -178.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling