+99.4%
STT vs RACE
+65.0%
+34.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -2.5% | +5.1% | -7.6% | -4.1% |
| 30D | -5.0% | +7.7% | -12.7% | -7.3% |
| 3M | -10.5% | +2.2% | -12.6% | -11.3% |
| 6M | +10.0% | +23.8% | -13.7% | +1.2% |
| YTD | +30.7% | +13.9% | +16.8% | +23.0% |
| 1Y | +43.8% | +3.8% | +40.0% | +40.1% |
| 3Y | +168.1% | +28.0% | +140.0% | +118.9% |
| All | +99.4% | +65.0% | +34.4% | +23.6% |
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 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