+87.2%
STLD vs RACE
-16.2%
+103.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +3.1% | -2.5% | +5.7% | +3.3% |
| 30D | -9.0% | +0.8% | -9.8% | -9.1% |
| 3M | -12.4% | +17.2% | -29.5% | -13.8% |
| 6M | +25.5% | +13.6% | +11.9% | +22.4% |
| YTD | +43.6% | +12.2% | +31.4% | +39.6% |
| 1Y | +87.2% | -16.3% | +103.4% | +85.8% |
| All | +87.2% | -16.2% | +103.4% | +85.8% |
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