-64.6%
STLA vs CAPR
+40.5%
-105.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.8% |
| 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% | -42.2% |
| All | -64.6% | +40.5% | -105.1% | -68.2% |
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