-19.0%
SAP vs STT
+76.1%
-95.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +9.0% | +3.9% | +5.2% | +8.6% |
| 3M | +14.9% | +20.0% | -5.0% | +11.6% |
| 6M | +11.9% | +55.3% | -43.4% | +3.5% |
| YTD | -9.9% | +53.3% | -63.2% | -16.9% |
| All | -19.0% | +76.1% | -95.2% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling