+222.9%
SAP vs STT
+211.9%
+11.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.7% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +10.5% | -2.3% | +12.9% | +11.2% |
| 3M | +15.2% | -7.0% | +22.1% | +17.6% |
| 6M | +36.7% | +15.5% | +21.2% | +29.2% |
| YTD | -0.6% | +35.6% | -36.2% | -11.6% |
| 1Y | -4.1% | +47.9% | -52.0% | -17.3% |
| 3Y | +73.2% | +181.1% | -107.8% | +18.1% |
| 5Y | +74.1% | +108.2% | -34.1% | +27.1% |
| 10Y | +222.9% | +201.0% | +21.9% | +110.1% |
| All | +222.9% | +211.9% | +11.1% | +110.1% |
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