+90.1%
STM vs SAP
-5.5%
+95.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | 0.0% |
| 7D | -7.9% | +1.5% | -9.4% | -7.5% |
| 30D | -14.1% | +8.8% | -23.0% | -12.7% |
| 3M | -17.6% | +12.1% | -29.7% | -15.7% |
| 6M | -24.2% | +34.6% | -58.8% | -18.8% |
| YTD | +73.3% | -2.1% | +75.4% | +109.7% |
| 1Y | +90.1% | -5.5% | +95.6% | +141.5% |
| All | +90.1% | -5.5% | +95.6% | +141.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling