+314.7%
SPYM vs RACE
+793.3%
-478.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -0.9% | -1.5% | +0.6% | -0.5% |
| 3M | +3.9% | +15.5% | -11.6% | -1.8% |
| 6M | +14.5% | +17.3% | -2.7% | +7.1% |
| YTD | +13.0% | +11.1% | +1.9% | +7.2% |
| 1Y | +19.4% | -14.3% | +33.7% | +23.7% |
| 3Y | +78.9% | +40.2% | +38.7% | +46.4% |
| 5Y | +82.3% | +92.6% | -10.2% | +27.9% |
| 10Y | +314.7% | +786.6% | -471.9% | +82.2% |
| All | +314.7% | +793.3% | -478.5% | +82.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling