+227.8%
STRL vs RACE
+30.0%
+197.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.3% | -11.5% | -13.3% |
| 7D | -34.6% | +5.7% | -40.3% | -35.6% |
| 30D | -56.7% | +9.3% | -65.9% | -57.7% |
| 3M | -54.4% | +3.8% | -58.3% | -55.0% |
| 6M | -69.7% | +29.8% | -99.5% | -72.1% |
| YTD | -20.2% | +15.6% | -35.8% | -24.0% |
| 1Y | -40.6% | +5.1% | -45.6% | -41.3% |
| All | +227.8% | +30.0% | +197.8% | +179.0% |
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