+588.0%
STX vs SAP
+75.3%
+512.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.4% |
| 7D | -28.5% | -0.7% | -27.8% | -28.5% |
| 30D | -42.9% | +11.1% | -54.0% | -42.7% |
| 3M | -45.9% | +17.0% | -63.0% | -45.7% |
| 6M | -41.3% | +34.8% | -76.1% | -40.6% |
| YTD | +67.9% | -2.2% | +70.2% | +83.7% |
| 1Y | +66.5% | -6.4% | +73.0% | +84.8% |
| 3Y | +588.0% | +75.1% | +512.8% | +439.2% |
| All | +588.0% | +75.3% | +512.7% | +439.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling