+661.5%
STM vs SAP
+177.1%
+484.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | +5.8% | -2.9% | +8.7% | +7.8% |
| 30D | -1.0% | +9.0% | -10.0% | -7.1% |
| 3M | -33.3% | +14.9% | -48.2% | -41.5% |
| 6M | +57.4% | +11.9% | +45.5% | +36.0% |
| YTD | +102.2% | -9.9% | +112.1% | +104.6% |
| 1Y | +99.6% | -19.5% | +119.1% | +121.9% |
| 3Y | +14.5% | +61.8% | -47.3% | -32.6% |
| 5Y | +21.4% | +56.2% | -34.8% | -27.4% |
| All | +661.5% | +177.1% | +484.4% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling