+293.5%
STLD vs ITOT
+73.3%
+220.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -2.8% | -0.4% | -2.4% | -2.4% |
| 30D | -10.4% | -1.6% | -8.8% | -8.7% |
| 3M | -10.6% | +3.5% | -14.1% | -14.3% |
| 6M | +32.7% | +13.1% | +19.6% | +15.3% |
| YTD | +42.8% | +12.7% | +30.1% | +24.6% |
| 1Y | +86.9% | +18.3% | +68.6% | +54.7% |
| 3Y | +143.8% | +76.4% | +67.4% | +30.9% |
| 5Y | +293.5% | +73.8% | +219.7% | +109.7% |
| All | +293.5% | +73.3% | +220.2% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling