+235.4%
SAP vs STT
+198.7%
+36.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.9% | +5.1% | -9.0% | -5.5% |
| 30D | +6.5% | -0.2% | +6.7% | +6.4% |
| 3M | +14.7% | -8.1% | +22.8% | +17.5% |
| 6M | +39.9% | +16.6% | +23.3% | +31.9% |
| YTD | -2.0% | +37.8% | -39.8% | -13.3% |
| 1Y | -6.0% | +46.8% | -52.8% | -18.7% |
| 3Y | +67.7% | +181.2% | -113.5% | +14.2% |
| 5Y | +78.8% | +105.1% | -26.4% | +31.0% |
| All | +235.4% | +198.7% | +36.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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