+80.8%
STLD vs SITM
+140.9%
-60.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -3.6% | +4.8% | -8.5% | -4.1% |
| 30D | -10.1% | -9.7% | -0.4% | -9.3% |
| 3M | -11.4% | -9.3% | -2.1% | -11.2% |
| 6M | +30.8% | +69.5% | -38.7% | +16.9% |
| YTD | +40.7% | +70.5% | -29.9% | +25.5% |
| 1Y | +80.8% | +145.3% | -64.5% | +52.9% |
| All | +80.8% | +140.9% | -60.1% | +52.9% |
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 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