+60.1%
STLD vs SITM
+47.5%
+12.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.3% | -2.3% |
| 7D | -3.9% | -19.5% | +15.6% | -2.3% |
| 30D | -0.4% | -43.2% | +42.8% | +4.0% |
| 3M | -9.2% | -30.8% | +21.6% | -6.7% |
| 6M | +5.0% | -28.6% | +33.6% | +5.7% |
| YTD | +42.8% | +14.2% | +28.6% | +34.2% |
| 1Y | +60.1% | +44.4% | +15.7% | +48.0% |
| All | +60.1% | +47.5% | +12.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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