+107.5%
STLD vs STLA
-74.0%
+181.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -11.1% | -4.5% | -6.6% | -10.2% |
| 30D | -4.8% | -3.9% | -0.9% | -4.2% |
| 3M | -14.6% | -20.2% | +5.6% | -10.6% |
| 6M | -7.4% | -42.2% | +34.8% | +4.6% |
| YTD | +32.6% | -59.3% | +91.9% | +61.3% |
| 1Y | +47.3% | -56.1% | +103.4% | +74.5% |
| 3Y | +107.5% | -73.7% | +181.2% | +169.4% |
| All | +107.5% | -74.0% | +181.6% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling