+2,542.1%
SAP vs STRL
+11,398.4%
-8,856.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.9% | +15.3% | +2.1% |
| 7D | +4.0% | -34.6% | +38.7% | +5.8% |
| 30D | +15.7% | -56.7% | +72.4% | +19.7% |
| 3M | +23.4% | -54.4% | +77.8% | +27.2% |
| 6M | +41.3% | -69.7% | +111.0% | +47.2% |
| YTD | +2.0% | -20.2% | +22.2% | +0.5% |
| 1Y | -5.1% | -40.6% | +35.5% | -5.3% |
| 3Y | +82.1% | +221.7% | -139.5% | +65.3% |
| 5Y | +77.2% | +799.0% | -721.8% | +52.6% |
| 10Y | +233.6% | +3,451.5% | -3,217.8% | +167.2% |
| All | +2,542.1% | +11,398.4% | -8,856.3% | +1,930.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling