+769.7%
STLD vs SITM
+4,437.5%
-3,667.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -2.8% | +3.7% | -6.5% | -3.4% |
| 30D | -10.4% | -14.5% | +4.1% | -8.3% |
| 3M | -10.6% | -10.6% | 0.0% | -10.8% |
| 6M | +32.7% | +65.5% | -32.8% | +17.4% |
| YTD | +42.8% | +67.0% | -24.2% | +25.1% |
| 1Y | +86.9% | +138.6% | -51.7% | +52.2% |
| 3Y | +143.8% | +421.8% | -278.0% | +61.1% |
| 5Y | +293.5% | +172.4% | +121.1% | +162.6% |
| All | +769.7% | +4,437.5% | -3,667.7% | +199.9% |
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