+740.9%
STLD vs STLA
-4.1%
+745.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +2.9% | -13.8% | +16.7% | +8.7% |
| 30D | -5.6% | -10.5% | +5.0% | -2.2% |
| 3M | -11.7% | -28.9% | +17.1% | -1.3% |
| 6M | -2.8% | -49.7% | +47.0% | +23.9% |
| YTD | +36.4% | -64.9% | +101.4% | +95.2% |
| 1Y | +50.0% | -64.0% | +114.0% | +111.2% |
| 3Y | +122.3% | -77.4% | +199.7% | +259.7% |
| 5Y | +273.2% | -74.4% | +347.6% | +445.2% |
| All | +740.9% | -4.1% | +745.0% | +566.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling