+3,609.8%
STX vs RACE
+647.6%
+2,962.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +7.1% |
| 7D | +2.4% | -2.5% | +4.9% | +3.3% |
| 30D | +1.4% | +0.8% | +0.6% | +0.9% |
| 3M | -8.2% | +17.2% | -25.4% | -15.1% |
| 6M | +127.0% | +13.6% | +113.4% | +111.1% |
| YTD | +209.1% | +12.2% | +196.9% | +187.0% |
| 1Y | +365.4% | -16.3% | +381.7% | +387.0% |
| 3Y | +1,135.4% | +36.4% | +1,099.0% | +875.1% |
| 5Y | +991.5% | +95.0% | +896.5% | +608.3% |
| 10Y | +3,695.8% | +813.2% | +2,882.6% | +1,043.2% |
| All | +3,609.8% | +647.6% | +2,962.1% | +985.2% |
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 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