+6,722.4%
STLD vs ITOT
+883.6%
+5,838.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | +0.8% |
| 30D | -0.1% | -2.0% | +2.0% | +3.1% |
| 3M | -9.2% | -1.5% | -7.6% | -7.1% |
| 6M | +1.8% | +3.3% | -1.6% | -4.0% |
| YTD | +42.1% | +12.5% | +29.7% | +17.4% |
| 1Y | +58.5% | +12.6% | +45.9% | +30.6% |
| 3Y | +128.2% | +78.6% | +49.6% | -10.4% |
| 5Y | +288.2% | +67.0% | +221.2% | +66.2% |
| 10Y | +799.8% | +292.0% | +507.8% | -12.3% |
| All | +6,722.4% | +883.6% | +5,838.8% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling