+51.8%
STLD vs ITOT
+11.7%
+40.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +6.9% | +3.3% | +3.6% | +3.2% |
| 30D | -1.5% | -2.5% | +1.0% | +1.3% |
| 3M | -9.7% | -2.3% | -7.4% | -7.3% |
| 6M | +2.3% | +3.0% | -0.7% | -1.1% |
| YTD | +41.0% | +11.9% | +29.1% | +21.5% |
| 1Y | +51.8% | +12.0% | +39.8% | +30.9% |
| All | +51.8% | +11.7% | +40.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling