+70.8%
SAP vs STT
+100.0%
-29.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | +11.1% | -5.0% | +16.1% | +12.8% |
| 3M | +17.0% | -10.5% | +27.5% | +21.0% |
| 6M | +34.8% | +10.0% | +24.8% | +29.1% |
| YTD | -2.2% | +30.7% | -32.9% | -12.6% |
| 1Y | -6.4% | +43.8% | -50.2% | -19.4% |
| 3Y | +75.1% | +168.1% | -92.9% | +16.8% |
| All | +70.8% | +100.0% | -29.2% | +18.4% |
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 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