+75.7%
SAP vs STT
+109.1%
-33.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +7.5% | -0.4% | +7.9% | +7.5% |
| 3M | +11.6% | -6.5% | +18.1% | +13.8% |
| 6M | +37.6% | +17.2% | +20.4% | +29.0% |
| YTD | -2.0% | +38.2% | -40.2% | -14.0% |
| 1Y | -6.4% | +49.3% | -55.7% | -20.3% |
| 3Y | +67.7% | +181.9% | -114.2% | +9.9% |
| 5Y | +75.7% | +106.9% | -31.2% | +20.2% |
| All | +75.7% | +109.1% | -33.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling