-64.6%
STLA vs RACE
+36.9%
-101.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.4% |
| 7D | +2.6% | -2.5% | +5.1% | +4.2% |
| 30D | -1.2% | +0.8% | -2.0% | -1.6% |
| 3M | -24.8% | +17.2% | -41.9% | -32.0% |
| 6M | -25.6% | +13.6% | -39.2% | -31.7% |
| YTD | -48.9% | +12.2% | -61.2% | -52.9% |
| 1Y | -38.8% | -16.3% | -22.5% | -32.8% |
| All | -64.6% | +36.9% | -101.5% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling