+2,233.8%
SAP vs STT
+3,346.4%
-1,112.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | +14.9% | +20.0% | -5.0% | +7.7% |
| 6M | +11.9% | +55.3% | -43.4% | -4.1% |
| YTD | -9.9% | +53.3% | -63.2% | -22.7% |
| 1Y | -19.5% | +74.7% | -94.2% | -34.0% |
| 3Y | +61.8% | +205.8% | -144.0% | +8.7% |
| 5Y | +56.2% | +145.0% | -88.8% | +9.9% |
| 10Y | +180.6% | +266.0% | -85.4% | +61.4% |
| All | +2,233.8% | +3,346.4% | -1,112.6% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling