+222.9%
SAP vs STRL
+4,310.8%
-4,087.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.0% | -13.3% | +0.3% |
| 7D | +1.6% | -13.3% | +15.0% | +2.4% |
| 30D | +10.5% | -43.3% | +53.9% | +16.1% |
| 3M | +15.2% | -46.9% | +62.0% | +21.3% |
| 6M | +36.7% | -65.6% | +102.3% | +48.5% |
| YTD | -0.6% | -5.1% | +4.5% | -9.7% |
| 1Y | -4.1% | -23.1% | +18.9% | -10.4% |
| 3Y | +73.2% | +346.8% | -273.6% | +14.1% |
| 5Y | +74.1% | +907.2% | -833.1% | -3.6% |
| 10Y | +222.9% | +3,988.2% | -3,765.3% | +38.0% |
| All | +222.9% | +4,310.8% | -4,087.8% | +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