-71.5%
STLA vs RACE
+69.7%
-141.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.9% | -3.1% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -4.9% | +6.6% | -11.5% | -9.1% |
| 3M | -23.7% | +2.2% | -25.9% | -24.9% |
| 6M | -45.0% | +22.4% | -67.3% | -53.0% |
| YTD | -60.9% | +13.8% | -74.7% | -64.9% |
| 1Y | -58.9% | +2.2% | -61.1% | -60.1% |
| 3Y | -74.4% | +25.6% | -100.1% | -80.2% |
| 5Y | -71.5% | +71.0% | -142.5% | -85.2% |
| All | -71.5% | +69.7% | -141.2% | -85.2% |
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