+838.8%
STM vs SAP
+2,439.3%
-1,600.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +16.3% | -3.9% | +20.2% | +18.8% |
| 30D | -6.3% | +6.5% | -12.8% | -10.4% |
| 3M | -14.1% | +14.7% | -28.8% | -22.1% |
| 6M | -19.6% | +39.9% | -59.5% | -37.9% |
| YTD | +80.1% | -2.0% | +82.1% | +67.6% |
| 1Y | +95.4% | -6.0% | +101.4% | +86.6% |
| 3Y | +14.7% | +67.7% | -53.0% | -23.0% |
| 5Y | -5.4% | +78.8% | -84.2% | -38.4% |
| 10Y | +465.5% | +229.3% | +236.2% | +165.1% |
| All | +838.8% | +2,439.3% | -1,600.5% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling