+1,939.5%
STX vs RACE
+670.3%
+1,269.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -15.3% |
| 7D | -33.4% | +5.7% | -39.1% | -34.9% |
| 30D | -42.1% | +9.3% | -51.4% | -44.1% |
| 3M | -44.3% | +3.8% | -48.1% | -45.4% |
| 6M | -39.4% | +29.8% | -69.2% | -46.6% |
| YTD | +70.0% | +15.6% | +54.3% | +55.4% |
| 1Y | +70.2% | +5.1% | +65.1% | +62.0% |
| 3Y | +585.2% | +30.8% | +554.4% | +453.6% |
| 5Y | +455.7% | +67.4% | +388.3% | +288.0% |
| 10Y | +2,007.9% | +793.6% | +1,214.2% | +541.6% |
| All | +1,939.5% | +670.3% | +1,269.2% | +487.5% |
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