+6,793.5%
STLD vs ITOT
+896.7%
+5,896.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -9.0% | 0.0% | -9.0% | -9.0% |
| 3M | -12.4% | +2.0% | -14.3% | -15.5% |
| 6M | +25.5% | +13.0% | +12.5% | +3.2% |
| YTD | +43.6% | +14.0% | +29.7% | +16.4% |
| 1Y | +87.2% | +19.9% | +67.3% | +40.2% |
| 3Y | +135.2% | +75.8% | +59.4% | -5.2% |
| 5Y | +290.9% | +73.8% | +217.0% | +57.0% |
| 10Y | +1,113.5% | +295.9% | +817.6% | +16.9% |
| All | +6,793.5% | +896.7% | +5,896.8% | +38.7% |
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 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