+258.8%
STLD vs RACE
+65.0%
+193.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.9% |
| 7D | -11.1% | +5.1% | -16.2% | -12.4% |
| 30D | -4.8% | +7.7% | -12.5% | -6.8% |
| 3M | -14.6% | +2.2% | -16.7% | -15.3% |
| 6M | -7.4% | +23.8% | -31.2% | -13.8% |
| YTD | +32.6% | +13.9% | +18.7% | +25.7% |
| 1Y | +47.3% | +3.8% | +43.6% | +43.7% |
| 3Y | +107.5% | +28.0% | +79.5% | +75.8% |
| All | +258.8% | +65.0% | +193.8% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling