+250.9%
SU vs RACE
+647.6%
-396.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +3.6% | -2.5% | +6.1% | +4.3% |
| 30D | +7.9% | +0.8% | +7.1% | +7.5% |
| 3M | +3.5% | +17.2% | -13.7% | -2.2% |
| 6M | +19.0% | +13.6% | +5.4% | +12.6% |
| YTD | +55.0% | +12.2% | +42.7% | +46.3% |
| 1Y | +71.2% | -16.3% | +87.5% | +77.6% |
| 3Y | +117.4% | +36.4% | +81.0% | +80.2% |
| 5Y | +335.2% | +95.0% | +240.2% | +202.7% |
| 10Y | +248.7% | +813.2% | -564.5% | +28.3% |
| All | +250.9% | +647.6% | -396.7% | +20.4% |
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