+2,071.0%
STX vs SAP
+228.4%
+1,842.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.2% |
| 7D | -14.8% | +1.6% | -16.4% | -15.4% |
| 30D | -35.4% | +10.5% | -45.9% | -37.7% |
| 3M | -37.7% | +15.2% | -52.8% | -41.2% |
| 6M | -35.2% | +36.7% | -71.9% | -44.1% |
| YTD | +84.4% | -0.6% | +85.0% | +80.4% |
| 1Y | +82.3% | -4.1% | +86.4% | +81.6% |
| 3Y | +646.2% | +73.2% | +573.0% | +431.0% |
| 5Y | +487.4% | +74.1% | +413.3% | +304.9% |
| 10Y | +2,071.0% | +222.9% | +1,848.1% | +835.7% |
| All | +2,071.0% | +228.4% | +1,842.7% | +835.7% |
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