+272.6%
STLD vs SITM
+63.2%
+209.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.6% | -7.5% | +0.6% |
| 7D | -9.7% | +9.4% | -19.0% | -11.2% |
| 30D | -4.5% | -25.4% | +20.8% | -0.9% |
| 3M | -13.1% | -37.0% | +23.9% | -7.9% |
| 6M | -2.8% | -45.1% | +42.4% | +3.5% |
| YTD | +35.3% | +29.4% | +5.9% | +22.2% |
| 1Y | +51.4% | +39.8% | +11.6% | +34.4% |
| 3Y | +117.9% | +328.2% | -210.3% | +47.5% |
| 5Y | +272.6% | +87.4% | +185.2% | +154.4% |
| All | +272.6% | +63.2% | +209.4% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling