+239.2%
STRL vs RACE
+28.1%
+211.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -26.9% | +5.1% | -32.0% | -28.0% |
| 30D | -52.7% | +7.7% | -60.4% | -53.7% |
| 3M | -52.8% | +2.2% | -55.0% | -53.2% |
| 6M | -71.5% | +23.8% | -95.2% | -73.4% |
| YTD | -17.4% | +13.9% | -31.3% | -21.1% |
| 1Y | -35.0% | +3.8% | -38.7% | -35.6% |
| 3Y | +239.2% | +28.0% | +211.2% | +189.7% |
| All | +239.2% | +28.1% | +211.1% | +189.7% |
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