+822.0%
XLK vs RACE
+649.8%
+172.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.9% |
| 30D | -10.6% | +6.1% | -16.7% | -12.9% |
| 3M | -10.6% | -0.3% | -10.4% | -10.8% |
| 6M | -3.5% | +23.4% | -26.9% | -12.7% |
| YTD | +18.7% | +12.5% | +6.2% | +10.5% |
| 1Y | +19.4% | -0.5% | +19.9% | +17.3% |
| 3Y | +94.5% | +23.6% | +70.8% | +64.8% |
| 5Y | +111.2% | +65.4% | +45.8% | +52.6% |
| 10Y | +707.2% | +715.5% | -8.3% | +246.1% |
| All | +822.0% | +649.8% | +172.2% | +280.0% |
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