+75.1%
SAP vs STRL
+233.5%
-158.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.2% |
| 7D | -0.7% | -26.9% | +26.2% | -0.3% |
| 30D | +11.1% | -52.7% | +63.8% | +12.7% |
| 3M | +17.0% | -52.8% | +69.9% | +18.7% |
| 6M | +34.8% | -71.5% | +106.3% | +39.2% |
| YTD | -2.2% | -17.4% | +15.2% | -11.1% |
| 1Y | -6.4% | -35.0% | +28.5% | -12.6% |
| 3Y | +75.1% | +239.2% | -164.1% | +27.6% |
| All | +75.1% | +233.5% | -158.4% | +27.6% |
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