+755.3%
STLD vs SITM
+3,318.8%
-2,563.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.5% | +4.2% |
| 7D | -4.7% | -0.1% | -4.6% | -5.0% |
| 30D | -0.9% | -27.4% | +26.5% | +3.4% |
| 3M | -11.9% | -35.6% | +23.7% | -6.7% |
| 6M | +0.9% | -46.6% | +47.6% | +8.0% |
| YTD | +40.4% | +25.8% | +14.6% | +27.3% |
| 1Y | +56.6% | +38.2% | +18.3% | +39.1% |
| 3Y | +125.5% | +311.5% | -186.1% | +53.4% |
| 5Y | +292.8% | +94.6% | +198.2% | +175.6% |
| All | +755.3% | +3,318.8% | -2,563.6% | +205.1% |
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