+43.4%
XLK vs RACE
-16.2%
+59.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.2% |
| 30D | +0.7% | +0.8% | 0.0% | +0.6% |
| 3M | -2.9% | +17.2% | -20.1% | -4.7% |
| 6M | +34.3% | +13.6% | +20.7% | +31.2% |
| YTD | +30.4% | +12.2% | +18.2% | +27.5% |
| 1Y | +43.4% | -16.3% | +59.6% | +41.4% |
| All | +43.4% | -16.2% | +59.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling