+743.0%
STM vs SAP
+2,432.7%
-1,689.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.6% | +6.8% |
| 7D | -10.7% | -0.7% | -10.1% | -10.9% |
| 30D | -25.7% | +11.1% | -36.8% | -30.8% |
| 3M | -21.6% | +17.0% | -38.6% | -29.7% |
| 6M | -27.8% | +34.8% | -62.6% | -43.0% |
| YTD | +61.8% | -2.2% | +64.0% | +50.7% |
| 1Y | +78.1% | -6.4% | +84.5% | +70.5% |
| 3Y | +4.9% | +75.1% | -70.2% | -31.4% |
| 5Y | -14.3% | +69.8% | -84.1% | -42.5% |
| 10Y | +414.1% | +219.8% | +194.2% | +144.9% |
| All | +743.0% | +2,432.7% | -1,689.7% | +89.9% |
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 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