+424.4%
SPYG vs RACE
+658.1%
-233.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | -9.2% | +6.6% | -15.8% | -11.4% |
| 3M | -6.8% | +2.2% | -9.0% | -7.8% |
| 6M | -2.6% | +22.4% | -25.0% | -10.5% |
| YTD | +7.5% | +13.8% | -6.3% | +0.7% |
| 1Y | +6.7% | +2.2% | +4.5% | +4.1% |
| 3Y | +90.1% | +25.6% | +64.4% | +63.3% |
| 5Y | +69.2% | +71.0% | -1.8% | +25.0% |
| 10Y | +391.9% | +739.1% | -347.2% | +129.5% |
| All | +424.4% | +658.1% | -233.8% | +135.9% |
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