-19.5%
SAP vs STLA
-38.0%
+18.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | +9.0% | -1.2% | +10.3% | +8.9% |
| 3M | +14.9% | -24.8% | +39.7% | +16.1% |
| 6M | +11.9% | -25.6% | +37.5% | +12.7% |
| YTD | -9.9% | -48.9% | +39.0% | -7.7% |
| 1Y | -19.5% | -38.8% | +19.2% | -19.7% |
| All | -19.5% | -38.0% | +18.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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