+72.6%
SPY vs RACE
+64.4%
+8.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | -2.0% | +6.1% | -8.1% | -3.8% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | +2.1% | +23.4% | -21.3% | -5.2% |
| YTD | +11.5% | +12.5% | -1.0% | +6.0% |
| 1Y | +13.5% | -0.5% | +13.9% | +12.5% |
| 3Y | +77.7% | +23.6% | +54.1% | +51.7% |
| All | +72.6% | +64.4% | +8.1% | +21.2% |
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 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