+224.0%
SAP vs STRL
+3,927.3%
-3,703.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | +1.5% | -19.8% | +21.3% | +3.1% |
| 30D | +8.8% | -43.6% | +52.4% | +14.3% |
| 3M | +12.1% | -45.2% | +57.3% | +17.6% |
| 6M | +34.6% | -65.7% | +100.3% | +46.3% |
| YTD | -2.1% | -5.4% | +3.3% | -11.1% |
| 1Y | -5.5% | -24.7% | +19.1% | -11.5% |
| 3Y | +67.4% | +335.0% | -267.6% | +10.7% |
| 5Y | +74.6% | +915.3% | -840.7% | -3.6% |
| 10Y | +224.0% | +3,877.5% | -3,653.4% | +38.0% |
| All | +224.0% | +3,927.3% | -3,703.2% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling