+11,455.6%
STRL vs RACE
+647.6%
+10,808.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.5% |
| 7D | +3.4% | -2.5% | +5.9% | +4.4% |
| 30D | -9.2% | +0.8% | -10.0% | -9.6% |
| 3M | -51.0% | +17.2% | -68.2% | -54.3% |
| 6M | +15.8% | +13.6% | +2.2% | +8.6% |
| YTD | +58.9% | +12.2% | +46.7% | +48.9% |
| 1Y | +68.5% | -16.3% | +84.8% | +77.1% |
| 3Y | +485.2% | +36.4% | +448.8% | +389.9% |
| 5Y | +2,005.1% | +95.0% | +1,910.1% | +1,391.3% |
| 10Y | +7,118.0% | +813.2% | +6,304.7% | +2,870.5% |
| All | +11,455.6% | +647.6% | +10,808.0% | +4,977.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling