+266.3%
STT vs RACE
+793.9%
-527.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +0.5% | -2.5% | +3.0% | +1.5% |
| 30D | +3.9% | +0.8% | +3.1% | +3.3% |
| 3M | +20.0% | +17.2% | +2.8% | +11.4% |
| 6M | +55.3% | +13.6% | +41.7% | +45.2% |
| YTD | +53.3% | +12.2% | +41.1% | +43.2% |
| 1Y | +74.7% | -16.3% | +91.0% | +83.7% |
| 3Y | +205.8% | +36.4% | +169.4% | +142.1% |
| 5Y | +145.0% | +95.0% | +50.0% | +57.3% |
| All | +266.3% | +793.9% | -527.6% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling