+2,542.1%
SAP vs STT
+2,831.4%
-289.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +3.0% |
| 7D | +4.0% | -4.9% | +8.9% | +5.7% |
| 30D | +15.7% | -6.0% | +21.7% | +17.9% |
| 3M | +23.4% | -11.7% | +35.1% | +28.2% |
| 6M | +41.3% | +11.7% | +29.6% | +35.2% |
| YTD | +2.0% | +30.4% | -28.4% | -7.9% |
| 1Y | -5.1% | +43.9% | -49.0% | -17.1% |
| 3Y | +82.1% | +165.4% | -83.3% | +28.1% |
| 5Y | +77.2% | +101.0% | -23.8% | +33.1% |
| 10Y | +233.6% | +210.7% | +23.0% | +102.2% |
| All | +2,542.1% | +2,831.4% | -289.3% | +411.6% |
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