+235.4%
SAP vs STLA
+3.2%
+232.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | -2.5% | -11.6% | +9.1% | +0.6% |
| 30D | +7.5% | -6.2% | +13.6% | +8.8% |
| 3M | +11.6% | -24.6% | +36.2% | +19.1% |
| 6M | +37.6% | -44.9% | +82.5% | +58.2% |
| YTD | -2.0% | -62.3% | +60.3% | +22.2% |
| 1Y | -6.4% | -61.8% | +55.4% | +15.9% |
| 3Y | +67.7% | -75.3% | +143.0% | +125.3% |
| 5Y | +75.7% | -72.5% | +148.2% | +120.3% |
| All | +235.4% | +3.2% | +232.2% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling