+143.4%
STLD vs SITM
+409.8%
-266.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +2.7% | +8.4% | -5.7% | +1.5% |
| 30D | -8.4% | -17.4% | +9.0% | -6.2% |
| 3M | -9.9% | -9.8% | 0.0% | -9.9% |
| 6M | +33.0% | +83.0% | -49.9% | +16.5% |
| YTD | +42.6% | +69.6% | -27.0% | +25.6% |
| 1Y | +80.8% | +144.9% | -64.1% | +48.1% |
| 3Y | +143.4% | +429.9% | -286.4% | +66.1% |
| All | +143.4% | +409.8% | -266.4% | +66.1% |
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 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