+953.8%
STM vs SAP
+2,233.8%
-1,280.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +5.8% | -2.9% | +8.7% | +7.5% |
| 30D | -1.0% | +9.0% | -10.0% | -6.1% |
| 3M | -33.3% | +14.9% | -48.2% | -40.5% |
| 6M | +57.4% | +11.9% | +45.5% | +38.9% |
| YTD | +102.2% | -9.9% | +112.1% | +100.5% |
| 1Y | +99.6% | -19.5% | +119.1% | +111.7% |
| 3Y | +14.5% | +61.8% | -47.3% | -20.6% |
| 5Y | +21.4% | +56.2% | -34.8% | -13.4% |
| 10Y | +695.0% | +180.6% | +514.4% | +314.4% |
| All | +953.8% | +2,233.8% | -1,280.0% | +152.6% |
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