+2,435.1%
STLD vs STLA
+263.8%
+2,171.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +3.1% | +2.6% | +0.6% | +2.3% |
| 30D | -9.0% | -1.2% | -7.7% | -9.0% |
| 3M | -12.4% | -24.8% | +12.4% | -6.0% |
| 6M | +25.5% | -25.6% | +51.1% | +34.6% |
| YTD | +43.6% | -48.9% | +92.6% | +68.2% |
| 1Y | +87.2% | -38.8% | +126.0% | +106.7% |
| 3Y | +135.2% | -64.5% | +199.8% | +192.5% |
| 5Y | +290.9% | -62.4% | +353.3% | +368.4% |
| 10Y | +1,113.5% | +55.4% | +1,058.1% | +983.2% |
| All | +2,435.1% | +263.8% | +2,171.3% | +2,221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling