+21.0%
STM vs RACE
+93.6%
-72.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.1% |
| 7D | +5.8% | -2.5% | +8.3% | +7.5% |
| 30D | -1.0% | +0.8% | -1.8% | -1.7% |
| 3M | -33.3% | +17.2% | -50.4% | -40.1% |
| 6M | +57.4% | +13.6% | +43.8% | +43.1% |
| YTD | +102.2% | +12.2% | +90.0% | +83.7% |
| 1Y | +99.6% | -16.3% | +115.9% | +119.1% |
| 3Y | +14.5% | +36.4% | -21.9% | -21.5% |
| All | +21.0% | +93.6% | -72.6% | -41.4% |
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 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