+852.5%
STLD vs STLA
+18.3%
+834.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -11.1% | -4.5% | -6.6% | -9.6% |
| 30D | -4.8% | -3.9% | -0.9% | -3.9% |
| 3M | -14.6% | -20.2% | +5.6% | -8.3% |
| 6M | -7.4% | -42.2% | +34.8% | +11.8% |
| YTD | +32.6% | -59.3% | +91.9% | +79.0% |
| 1Y | +47.3% | -56.1% | +103.4% | +91.5% |
| 3Y | +107.5% | -73.7% | +181.2% | +215.4% |
| 5Y | +268.8% | -70.3% | +339.1% | +408.2% |
| All | +852.5% | +18.3% | +834.2% | +741.3% |
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