+476.2%
STX vs SAP
+79.5%
+396.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.1% |
| 7D | +14.6% | +0.6% | +14.0% | +14.5% |
| 30D | -26.0% | +6.5% | -32.5% | -26.8% |
| 3M | -42.6% | +12.2% | -54.9% | -43.9% |
| 6M | -35.3% | +46.1% | -81.3% | -41.1% |
| YTD | +92.5% | -1.6% | +94.1% | +99.3% |
| 1Y | +102.4% | -5.1% | +107.5% | +113.0% |
| 3Y | +673.8% | +68.4% | +605.5% | +497.9% |
| All | +476.2% | +79.5% | +396.7% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling