+646.2%
STX vs RACE
+26.8%
+619.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.7% |
| 7D | -14.8% | +3.9% | -18.7% | -14.9% |
| 30D | -35.4% | +7.4% | -42.8% | -35.7% |
| 3M | -37.7% | +1.6% | -39.3% | -37.7% |
| 6M | -35.2% | +23.3% | -58.5% | -37.0% |
| YTD | +84.4% | +14.7% | +69.7% | +81.6% |
| 1Y | +82.3% | +2.5% | +79.7% | +83.4% |
| 3Y | +646.2% | +28.0% | +618.2% | +605.2% |
| All | +646.2% | +26.8% | +619.4% | +605.2% |
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