+272.6%
STLD vs RACE
+67.1%
+205.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -9.7% | +3.9% | -13.6% | -10.7% |
| 30D | -4.5% | +7.4% | -12.0% | -6.5% |
| 3M | -13.1% | +1.6% | -14.7% | -13.7% |
| 6M | -2.8% | +23.3% | -26.1% | -9.4% |
| YTD | +35.3% | +14.7% | +20.7% | +28.1% |
| 1Y | +51.4% | +2.5% | +48.8% | +48.4% |
| 3Y | +117.9% | +28.0% | +90.0% | +85.1% |
| 5Y | +272.6% | +69.8% | +202.8% | +158.3% |
| All | +272.6% | +67.1% | +205.5% | +158.3% |
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 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