+204.8%
STT vs RACE
+36.9%
+167.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +0.5% | -2.5% | +3.0% | +0.9% |
| 30D | +3.9% | +0.8% | +3.1% | +3.6% |
| 3M | +20.0% | +17.2% | +2.8% | +16.1% |
| 6M | +55.3% | +13.6% | +41.7% | +50.9% |
| YTD | +53.3% | +12.2% | +41.1% | +48.9% |
| 1Y | +74.7% | -16.3% | +91.0% | +79.9% |
| All | +204.8% | +36.9% | +167.9% | +172.6% |
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 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