+0.8%
STLA vs CAPR
-59.1%
+59.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +26.5% | -30.0% | -4.1% |
| 7D | -11.6% | +25.8% | -37.4% | -12.1% |
| 30D | -6.2% | +50.2% | -56.4% | -7.1% |
| 3M | -24.6% | +185.5% | -210.1% | -26.6% |
| 6M | -44.9% | -64.8% | +19.9% | -44.7% |
| YTD | -62.3% | -61.1% | -1.1% | -62.3% |
| 1Y | -61.8% | +81.0% | -142.8% | -64.7% |
| 3Y | -75.3% | +300.7% | -376.1% | -78.4% |
| 5Y | -72.5% | +223.3% | -295.9% | -76.2% |
| 10Y | +0.8% | -58.8% | +59.5% | -17.8% |
| All | +0.8% | -59.1% | +59.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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