+21.5%
SW vs RACE
+27.8%
-6.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +1.6% |
| 7D | +12.1% | +9.9% | +2.1% | +6.0% |
| 30D | +6.6% | +12.8% | -6.2% | -0.8% |
| 3M | -6.0% | +7.4% | -13.4% | -9.9% |
| 6M | +21.5% | +27.6% | -6.1% | +7.1% |
| All | +21.5% | +27.8% | -6.3% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling