+15.7%
STM vs RACE
+36.9%
-21.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.8% |
| 7D | +5.8% | -2.5% | +8.3% | +7.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.5% |
| 3M | -33.3% | +17.2% | -50.4% | -38.3% |
| 6M | +57.4% | +13.6% | +43.8% | +46.9% |
| YTD | +102.2% | +12.2% | +90.0% | +88.7% |
| 1Y | +99.6% | -16.3% | +115.9% | +113.6% |
| All | +15.7% | +36.9% | -21.1% | -8.2% |
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 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