+365.4%
STX vs SAP
-19.8%
+385.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.0% |
| 7D | +2.4% | -2.9% | +5.3% | +1.4% |
| 30D | +1.4% | +9.0% | -7.6% | +4.7% |
| 3M | -8.2% | +14.9% | -23.2% | +3.2% |
| 6M | +127.0% | +11.9% | +115.1% | +157.6% |
| YTD | +209.1% | -9.9% | +219.1% | +251.2% |
| 1Y | +365.4% | -19.5% | +385.0% | +402.9% |
| All | +365.4% | -19.8% | +385.2% | +402.9% |
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 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