-15.7%
STM vs RACE
+65.0%
-80.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.4% |
| 7D | -10.7% | +5.1% | -15.8% | -13.7% |
| 30D | -25.7% | +7.7% | -33.4% | -29.4% |
| 3M | -21.6% | +2.2% | -23.7% | -23.1% |
| 6M | -27.8% | +23.8% | -51.6% | -38.0% |
| YTD | +61.8% | +13.9% | +47.9% | +45.1% |
| 1Y | +78.1% | +3.8% | +74.3% | +70.2% |
| 3Y | +4.9% | +28.0% | -23.1% | -23.4% |
| All | -15.7% | +65.0% | -80.8% | -56.6% |
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