-74.5%
STLA vs CAPR
+172.3%
-246.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.9% |
| 7D | -13.8% | +5.9% | -19.7% | -13.9% |
| 30D | -10.5% | +44.6% | -55.2% | -11.2% |
| 3M | -28.9% | +126.4% | -155.2% | -30.2% |
| 6M | -49.7% | -68.6% | +18.8% | -49.5% |
| YTD | -64.9% | -67.0% | +2.1% | -64.8% |
| 1Y | -64.0% | +65.2% | -129.2% | -66.4% |
| 3Y | -77.4% | +235.6% | -313.0% | -80.5% |
| All | -74.5% | +172.3% | -246.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling