-20.4%
SAP vs STLA
-40.1%
+19.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +2.6% | -2.4% | +4.9% | +2.6% |
| 3M | +16.3% | -23.9% | +40.1% | +17.6% |
| 6M | +6.4% | -24.6% | +31.0% | +7.3% |
| YTD | -11.4% | -50.5% | +39.1% | -9.0% |
| 1Y | -20.4% | -39.8% | +19.4% | -20.3% |
| All | -20.4% | -40.1% | +19.7% | -20.3% |
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