+414.9%
SPYG vs RACE
+658.9%
-244.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -3.6% | +5.1% | -8.7% | -5.4% |
| 30D | -11.2% | +7.7% | -18.9% | -13.7% |
| 3M | -8.1% | +2.2% | -10.2% | -9.0% |
| 6M | -3.3% | +23.8% | -27.0% | -11.5% |
| YTD | +5.5% | +13.9% | -8.4% | -1.2% |
| 1Y | +7.0% | +3.8% | +3.2% | +3.7% |
| 3Y | +89.5% | +28.0% | +61.5% | +61.4% |
| 5Y | +63.3% | +64.9% | -1.6% | +22.2% |
| 10Y | +395.1% | +780.4% | -385.2% | +128.6% |
| All | +414.9% | +658.9% | -244.0% | +131.5% |
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