+16,011.1%
STX vs SAP
+1,454.1%
+14,557.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | -2.9% | +5.3% | +3.6% |
| 30D | +1.4% | +9.0% | -7.6% | -3.1% |
| 3M | -8.2% | +14.9% | -23.2% | -16.9% |
| 6M | +127.0% | +11.9% | +115.1% | +104.8% |
| YTD | +209.1% | -9.9% | +219.1% | +206.4% |
| 1Y | +365.4% | -19.5% | +385.0% | +385.5% |
| 3Y | +1,135.4% | +61.8% | +1,073.6% | +771.6% |
| 5Y | +991.5% | +56.2% | +935.3% | +665.6% |
| 10Y | +3,695.8% | +180.6% | +3,515.2% | +1,747.0% |
| All | +16,011.1% | +1,454.1% | +14,557.0% | +3,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling