+18.5%
SYY vs RACE
+93.6%
-75.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -2.3% | -2.5% | +0.2% | -1.8% |
| 30D | -4.9% | +0.8% | -5.7% | -5.2% |
| 3M | +8.4% | +17.2% | -8.8% | +4.2% |
| 6M | -7.4% | +13.6% | -20.9% | -10.5% |
| YTD | +11.0% | +12.2% | -1.2% | +7.2% |
| 1Y | -0.2% | -16.3% | +16.0% | +3.4% |
| 3Y | +23.8% | +36.4% | -12.7% | +5.3% |
| All | +18.5% | +93.6% | -75.1% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling