+224.0%
SAP vs STT
+198.3%
+25.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +8.8% | -1.9% | +10.7% | +9.4% |
| 3M | +12.1% | -7.6% | +19.7% | +14.6% |
| 6M | +34.6% | +16.0% | +18.6% | +27.0% |
| YTD | -2.1% | +36.2% | -38.3% | -13.1% |
| 1Y | -5.5% | +46.8% | -52.3% | -18.3% |
| 3Y | +67.4% | +177.8% | -110.3% | +14.6% |
| 5Y | +74.6% | +105.8% | -31.3% | +27.8% |
| 10Y | +224.0% | +197.6% | +26.5% | +108.4% |
| All | +224.0% | +198.3% | +25.7% | +108.4% |
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