+3,676.0%
STX vs SAP
+173.6%
+3,502.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +7.1% |
| 7D | +10.7% | -0.3% | +11.0% | +10.7% |
| 30D | +11.3% | +2.6% | +8.7% | +9.8% |
| 3M | +3.2% | +16.3% | -13.0% | -4.3% |
| 6M | +157.0% | +6.4% | +150.6% | +144.7% |
| YTD | +229.2% | -11.4% | +240.6% | +236.5% |
| 1Y | +381.8% | -20.4% | +402.3% | +415.4% |
| 3Y | +1,383.2% | +56.5% | +1,326.7% | +992.7% |
| 5Y | +1,144.9% | +56.8% | +1,088.1% | +789.7% |
| 10Y | +3,676.0% | +176.2% | +3,499.8% | +1,632.7% |
| All | +3,676.0% | +173.6% | +3,502.4% | +1,632.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling