+443.6%
STX vs RACE
+65.0%
+378.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -28.5% | +5.1% | -33.6% | -29.5% |
| 30D | -42.9% | +7.7% | -50.6% | -44.1% |
| 3M | -45.9% | +2.2% | -48.1% | -46.4% |
| 6M | -41.3% | +23.8% | -65.0% | -45.8% |
| YTD | +67.9% | +13.9% | +54.0% | +58.4% |
| 1Y | +66.5% | +3.8% | +62.7% | +62.6% |
| 3Y | +588.0% | +28.0% | +559.9% | +457.9% |
| All | +443.6% | +65.0% | +378.6% | +265.9% |
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 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