+189.9%
STLA vs CAPR
-95.5%
+285.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.3% |
| 7D | -4.5% | +41.1% | -45.6% | -5.1% |
| 30D | -3.9% | +11.1% | -15.0% | -4.1% |
| 3M | -20.2% | +115.3% | -135.5% | -21.6% |
| 6M | -42.2% | -73.8% | +31.7% | -41.6% |
| YTD | -59.3% | -68.8% | +9.5% | -59.1% |
| 1Y | -56.1% | +43.3% | -99.4% | -58.6% |
| 3Y | -73.7% | +214.7% | -288.3% | -76.1% |
| 5Y | -70.3% | +141.3% | -211.6% | -73.2% |
| 10Y | +23.1% | -67.0% | +90.1% | +6.1% |
| All | +189.9% | -95.5% | +285.4% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling