+233.0%
STT vs RACE
+670.3%
-437.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -3.8% |
| 7D | -4.9% | +5.7% | -10.6% | -7.0% |
| 30D | -6.0% | +9.3% | -15.3% | -9.4% |
| 3M | -11.7% | +3.8% | -15.5% | -13.3% |
| 6M | +11.7% | +29.8% | -18.1% | -1.0% |
| YTD | +30.4% | +15.6% | +14.8% | +20.3% |
| 1Y | +43.9% | +5.1% | +38.9% | +38.2% |
| 3Y | +165.4% | +30.8% | +134.6% | +117.6% |
| 5Y | +101.0% | +67.4% | +33.6% | +42.1% |
| 10Y | +210.7% | +793.6% | -582.9% | +6.4% |
| All | +233.0% | +670.3% | -437.3% | +6.5% |
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