+263.8%
STLA vs CAPR
-95.3%
+359.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +2.6% | -2.0% | +4.6% | +2.6% |
| 30D | -1.2% | +139.2% | -140.4% | -3.0% |
| 3M | -24.8% | -66.4% | +41.6% | -24.3% |
| 6M | -25.6% | -63.1% | +37.6% | -25.3% |
| YTD | -48.9% | -67.4% | +18.5% | -48.7% |
| 1Y | -38.8% | +58.2% | -97.0% | -42.5% |
| 3Y | -64.5% | +42.2% | -106.7% | -67.4% |
| 5Y | -62.4% | +87.3% | -149.7% | -65.9% |
| 10Y | +55.4% | -75.3% | +130.7% | +34.4% |
| All | +263.8% | -95.3% | +359.1% | +209.5% |
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