+443.6%
STX vs SAP
+70.5%
+373.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -0.6% |
| 7D | -28.5% | -0.7% | -27.8% | -28.5% |
| 30D | -42.9% | +11.1% | -54.0% | -44.0% |
| 3M | -45.9% | +17.0% | -63.0% | -47.6% |
| 6M | -41.3% | +34.8% | -76.1% | -45.2% |
| YTD | +67.9% | -2.2% | +70.2% | +74.1% |
| 1Y | +66.5% | -6.4% | +73.0% | +75.9% |
| 3Y | +588.0% | +75.1% | +512.8% | +422.0% |
| All | +443.6% | +70.5% | +373.1% | +263.4% |
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