-75.7%
STLA vs CAPR
+299.3%
-375.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +26.5% | -30.0% | -3.9% |
| 7D | -11.6% | +25.8% | -37.4% | -12.0% |
| 30D | -6.2% | +50.2% | -56.4% | -6.8% |
| 3M | -24.6% | +185.5% | -210.1% | -26.1% |
| 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% | -64.0% |
| All | -75.7% | +299.3% | -375.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling