+1,464.0%
STLD vs RACE
+670.3%
+793.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.7% |
| 7D | -12.5% | +5.7% | -18.1% | -14.4% |
| 30D | -6.8% | +9.3% | -16.1% | -10.2% |
| 3M | -16.4% | +3.8% | -20.2% | -18.0% |
| 6M | -6.1% | +29.8% | -35.9% | -16.6% |
| YTD | +32.0% | +15.6% | +16.4% | +21.8% |
| 1Y | +45.5% | +5.1% | +40.4% | +39.5% |
| 3Y | +106.5% | +30.8% | +75.7% | +69.6% |
| 5Y | +267.2% | +67.4% | +199.8% | +161.8% |
| 10Y | +878.9% | +793.6% | +85.2% | +235.8% |
| All | +1,464.0% | +670.3% | +793.7% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling