+56.6%
STLD vs RACE
+2.2%
+54.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +3.8% |
| 7D | -4.7% | +0.2% | -4.9% | -4.6% |
| 30D | -0.9% | +6.6% | -7.6% | -1.4% |
| 3M | -11.9% | +2.2% | -14.1% | -12.0% |
| 6M | +0.9% | +22.4% | -21.5% | -2.1% |
| YTD | +40.4% | +13.8% | +26.6% | +34.2% |
| 1Y | +56.6% | +2.2% | +54.3% | +53.2% |
| All | +56.6% | +2.2% | +54.4% | +53.2% |
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 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