+105.1%
STT vs RACE
+62.4%
+42.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +5.1% | -4.0% | +9.1% | +6.6% |
| 30D | -0.2% | +3.5% | -3.8% | -1.4% |
| 3M | -8.1% | -0.4% | -7.7% | -8.2% |
| 6M | +16.6% | +23.2% | -6.5% | +7.4% |
| YTD | +37.8% | +11.0% | +26.8% | +30.9% |
| 1Y | +46.8% | -2.2% | +49.1% | +46.3% |
| 3Y | +181.2% | +22.5% | +158.6% | +133.9% |
| 5Y | +105.1% | +63.2% | +42.0% | +28.0% |
| All | +105.1% | +62.4% | +42.7% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling