+465.1%
STM vs RACE
+729.2%
-264.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.4% |
| 7D | +12.0% | -1.2% | +13.2% | +12.9% |
| 30D | -0.4% | +6.1% | -6.5% | -4.8% |
| 3M | -13.2% | -0.3% | -12.9% | -13.6% |
| 6M | -26.1% | +23.4% | -49.5% | -37.2% |
| YTD | +81.2% | +12.5% | +68.6% | +62.1% |
| 1Y | +98.3% | -0.5% | +98.8% | +94.1% |
| 3Y | +16.7% | +23.6% | -6.9% | -10.5% |
| 5Y | -4.8% | +65.4% | -70.3% | -43.2% |
| All | +465.1% | +729.2% | -264.1% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling