+337.3%
SPYM vs RACE
+658.9%
-321.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -2.7% | +5.1% | -7.8% | -4.3% |
| 30D | -5.4% | +7.7% | -13.1% | -7.7% |
| 3M | -4.1% | +2.2% | -6.2% | -4.9% |
| 6M | +0.8% | +23.8% | -23.0% | -6.9% |
| YTD | +8.8% | +13.9% | -5.1% | +2.6% |
| 1Y | +11.0% | +3.8% | +7.2% | +8.0% |
| 3Y | +75.5% | +28.0% | +47.5% | +52.1% |
| 5Y | +68.4% | +64.9% | +3.5% | +29.9% |
| 10Y | +316.1% | +780.4% | -464.3% | +105.3% |
| All | +337.3% | +658.9% | -321.6% | +108.0% |
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