+267.2%
STLD vs RACE
+65.1%
+202.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -7.0% |
| 7D | -12.5% | +5.7% | -18.1% | -13.8% |
| 30D | -6.8% | +9.3% | -16.1% | -9.2% |
| 3M | -16.4% | +3.8% | -20.2% | -17.5% |
| 6M | -6.1% | +29.8% | -35.9% | -13.9% |
| YTD | +32.0% | +15.6% | +16.4% | +24.6% |
| 1Y | +45.5% | +5.1% | +40.4% | +41.5% |
| 3Y | +106.5% | +30.8% | +75.7% | +73.8% |
| 5Y | +267.2% | +67.4% | +199.8% | +155.7% |
| All | +267.2% | +65.1% | +202.1% | +155.7% |
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 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