+178.2%
SAP vs STRL
+7,064.8%
-6,886.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.5% |
| 7D | -2.9% | +3.4% | -6.3% | -3.3% |
| 30D | +9.0% | -9.2% | +18.3% | +9.9% |
| 3M | +14.9% | -51.0% | +66.0% | +23.0% |
| 6M | +11.9% | +15.8% | -3.9% | +3.3% |
| YTD | -9.9% | +58.9% | -68.8% | -21.4% |
| 1Y | -19.5% | +68.5% | -88.1% | -31.3% |
| 3Y | +61.8% | +485.2% | -423.4% | +6.6% |
| 5Y | +56.2% | +2,005.1% | -1,948.9% | -19.5% |
| All | +178.2% | +7,064.8% | -6,886.6% | +10.5% |
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