-17.9%
STM vs RACE
+65.1%
-83.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -10.9% |
| 7D | -20.1% | +5.7% | -25.7% | -22.9% |
| 30D | -32.0% | +9.3% | -41.3% | -35.9% |
| 3M | -24.2% | +3.8% | -28.0% | -26.4% |
| 6M | -29.9% | +29.8% | -59.7% | -41.6% |
| YTD | +54.9% | +15.6% | +39.3% | +37.6% |
| 1Y | +68.0% | +5.1% | +62.9% | +59.3% |
| 3Y | -0.1% | +30.8% | -30.9% | -28.2% |
| 5Y | -17.9% | +67.4% | -85.3% | -58.1% |
| All | -17.9% | +65.1% | -83.0% | -58.1% |
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