-52.6%
STLA vs CAPR
+47.4%
-100.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +3.7% |
| 7D | -0.6% | +43.2% | -43.8% | -1.1% |
| 30D | +3.6% | +14.7% | -11.1% | +3.3% |
| 3M | -20.6% | +113.9% | -134.6% | -21.6% |
| 6M | -34.3% | -73.4% | +39.1% | -33.9% |
| YTD | -57.3% | -69.1% | +11.8% | -57.2% |
| 1Y | -52.6% | +47.2% | -99.8% | -54.3% |
| All | -52.6% | +47.4% | -100.1% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling