-5.9%
SAP vs STRL
-30.1%
+24.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.5% | +25.7% | +2.7% |
| 7D | +1.3% | -27.1% | +28.4% | -0.6% |
| 30D | +15.5% | -45.8% | +61.3% | +11.5% |
| 3M | +22.8% | -47.6% | +70.4% | +18.4% |
| 6M | +42.5% | -46.4% | +88.9% | +33.7% |
| YTD | +0.5% | -7.4% | +7.9% | -8.2% |
| 1Y | -5.9% | -25.9% | +19.9% | -12.9% |
| All | -5.9% | -30.1% | +24.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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