+293.4%
STLD vs SITM
+168.3%
+125.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +2.7% | +8.4% | -5.7% | +1.4% |
| 30D | -8.4% | -17.4% | +9.0% | -6.0% |
| 3M | -9.9% | -9.8% | 0.0% | -10.1% |
| 6M | +33.0% | +83.0% | -49.9% | +16.1% |
| YTD | +42.6% | +69.6% | -27.0% | +25.1% |
| 1Y | +80.8% | +144.9% | -64.1% | +47.4% |
| 3Y | +143.4% | +429.9% | -286.4% | +62.1% |
| 5Y | +293.4% | +169.2% | +124.2% | +159.8% |
| All | +293.4% | +168.3% | +125.2% | +159.8% |
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