+758.9%
STLD vs SITM
+3,519.6%
-2,760.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.9% | +32.5% | -25.7% | +1.9% |
| 30D | -1.5% | -18.8% | +17.4% | +1.1% |
| 3M | -9.7% | -30.9% | +21.2% | -5.5% |
| 6M | +2.3% | -44.5% | +46.8% | +8.9% |
| YTD | +41.0% | +33.2% | +7.8% | +26.6% |
| 1Y | +51.8% | +53.8% | -2.0% | +32.6% |
| 3Y | +126.4% | +335.7% | -209.3% | +52.6% |
| 5Y | +285.7% | +84.6% | +201.1% | +173.4% |
| All | +758.9% | +3,519.6% | -2,760.8% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling