+75.2%
SPY vs RACE
+68.9%
+6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -3.9% | +2.9% | +0.3% |
| 30D | -2.4% | +6.8% | -9.2% | -4.4% |
| 3M | -1.2% | +1.3% | -2.5% | -1.7% |
| 6M | +3.3% | +26.3% | -23.0% | -4.8% |
| YTD | +12.3% | +13.8% | -1.5% | +6.4% |
| 1Y | +12.4% | -0.5% | +12.9% | +11.5% |
| 3Y | +78.8% | +25.6% | +53.2% | +51.8% |
| 5Y | +75.2% | +67.6% | +7.6% | +22.6% |
| All | +75.2% | +68.9% | +6.3% | +22.6% |
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