+60.1%
STLD vs RACE
+10.6%
+49.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.3% |
| 7D | -3.9% | +9.9% | -13.9% | -4.7% |
| 30D | -0.4% | +12.8% | -13.2% | -1.4% |
| 3M | -9.2% | +7.4% | -16.6% | -9.8% |
| 6M | +5.0% | +27.6% | -22.6% | +1.4% |
| YTD | +42.8% | +18.4% | +24.4% | +36.2% |
| 1Y | +60.1% | +9.5% | +50.5% | +54.7% |
| All | +60.1% | +10.6% | +49.5% | +54.7% |
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