+13.9%
STZ vs RACE
+5.8%
+8.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +11.8% | +5.7% | +6.1% | +11.0% |
| 30D | +26.0% | +9.3% | +16.7% | +24.6% |
| 3M | +11.5% | +3.8% | +7.7% | +10.9% |
| 6M | -2.0% | +29.8% | -31.8% | -4.6% |
| YTD | +7.9% | +15.6% | -7.8% | +6.0% |
| 1Y | +13.9% | +5.1% | +8.9% | +14.3% |
| All | +13.9% | +5.8% | +8.1% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling