+596.2%
STX vs RACE
+30.0%
+566.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -16.1% |
| 7D | -33.4% | +5.7% | -39.1% | -33.6% |
| 30D | -42.1% | +9.3% | -51.4% | -42.5% |
| 3M | -44.3% | +3.8% | -48.1% | -44.4% |
| 6M | -39.4% | +29.8% | -69.2% | -41.5% |
| YTD | +70.0% | +15.6% | +54.3% | +67.3% |
| 1Y | +70.2% | +5.1% | +65.1% | +70.5% |
| All | +596.2% | +30.0% | +566.2% | +554.9% |
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