+50.0%
STLD vs STLA
-64.5%
+114.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +2.9% | -13.8% | +16.7% | +4.7% |
| 30D | -5.6% | -10.5% | +5.0% | -4.4% |
| 3M | -11.7% | -28.9% | +17.1% | -8.1% |
| 6M | -2.8% | -49.7% | +47.0% | +6.2% |
| YTD | +36.4% | -64.9% | +101.4% | +54.9% |
| 1Y | +50.0% | -64.0% | +114.0% | +68.3% |
| All | +50.0% | -64.5% | +114.5% | +68.3% |
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 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