+60.1%
STLD vs STLA
-53.0%
+113.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.5% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | -0.4% | +3.6% | -3.9% | -0.9% |
| 3M | -9.2% | -20.6% | +11.4% | -6.5% |
| 6M | +5.0% | -34.3% | +39.3% | +11.1% |
| YTD | +42.8% | -57.3% | +100.1% | +58.0% |
| 1Y | +60.1% | -52.6% | +112.7% | +70.9% |
| All | +60.1% | -53.0% | +113.1% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling