+381.8%
STX vs SAP
-19.9%
+401.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +5.9% |
| 7D | +10.7% | -0.3% | +11.0% | +10.7% |
| 30D | +11.3% | +2.6% | +8.7% | +12.6% |
| 3M | +3.2% | +16.3% | -13.0% | +15.5% |
| 6M | +157.0% | +6.4% | +150.6% | +190.3% |
| YTD | +229.2% | -11.4% | +240.6% | +272.2% |
| 1Y | +381.8% | -20.4% | +402.3% | +418.6% |
| All | +381.8% | -19.9% | +401.8% | +418.6% |
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 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