-6.1%
STLD vs RACE
+26.7%
-32.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -7.6% |
| 7D | -12.5% | +5.7% | -18.1% | -12.3% |
| 30D | -6.8% | +9.3% | -16.1% | -6.6% |
| 3M | -16.4% | +3.8% | -20.2% | -16.1% |
| 6M | -6.1% | +29.8% | -35.9% | -6.7% |
| All | -6.1% | +26.7% | -32.8% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling