+80.7%
SAP vs STLA
-74.6%
+155.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.6% | -13.8% | +14.4% | +3.9% |
| 30D | +6.5% | -10.5% | +17.1% | +8.8% |
| 3M | +12.2% | -28.9% | +41.1% | +20.3% |
| 6M | +46.1% | -49.7% | +95.8% | +68.7% |
| YTD | -1.6% | -64.9% | +63.3% | +21.9% |
| 1Y | -5.1% | -64.0% | +58.9% | +16.4% |
| 3Y | +68.4% | -77.4% | +145.8% | +127.4% |
| All | +80.7% | -74.6% | +155.3% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling