+236.6%
SAP vs STRL
+3,697.3%
-3,460.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.7% |
| 7D | +0.6% | +15.7% | -15.0% | -0.9% |
| 30D | +6.5% | -35.5% | +42.0% | +10.4% |
| 3M | +12.2% | -47.1% | +59.4% | +18.3% |
| 6M | +46.1% | -65.8% | +111.8% | +58.9% |
| YTD | -1.6% | -4.5% | +2.9% | -10.8% |
| 1Y | -5.1% | -10.5% | +5.4% | -13.3% |
| 3Y | +68.4% | +340.6% | -272.3% | +10.9% |
| 5Y | +79.4% | +911.0% | -831.6% | -1.1% |
| All | +236.6% | +3,697.3% | -3,460.7% | +41.4% |
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