+67.8%
SAP vs STRL
+358.3%
-290.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | +0.1% |
| 7D | -2.5% | +7.1% | -9.6% | -2.6% |
| 30D | +7.5% | -39.4% | +46.8% | +8.6% |
| 3M | +11.6% | -43.0% | +54.6% | +12.9% |
| 6M | +37.6% | -65.0% | +102.6% | +41.7% |
| YTD | -2.0% | -0.8% | -1.2% | -11.6% |
| 1Y | -6.4% | -20.3% | +13.9% | -13.4% |
| All | +67.8% | +358.3% | -290.5% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling