+117.9%
STLD vs SITM
+316.6%
-198.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.6% | -7.5% | +0.8% |
| 7D | -9.7% | +9.4% | -19.0% | -11.0% |
| 30D | -4.5% | -25.4% | +20.8% | -1.3% |
| 3M | -13.1% | -37.0% | +23.9% | -8.5% |
| 6M | -2.8% | -45.1% | +42.4% | +3.1% |
| YTD | +35.3% | +29.4% | +5.9% | +22.5% |
| 1Y | +51.4% | +39.8% | +11.6% | +34.8% |
| 3Y | +117.9% | +328.2% | -210.3% | +52.3% |
| All | +117.9% | +316.6% | -198.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling