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This article reviews some results of the SAGEX programme that have developed in the understanding of the interplay of supersymmetry and modular covariance of scattering amplitudes in type IIB superstring theory and its holographic image in $\mathcal{N}=4$ supersymmetric Yang-Mills theory (SYM). The first section includes the determination of exact expressions for BPS interactions in the low-energy expansion of type IIB superstring amplitudes. The second section concerns properties of a certain class of integrated correlators in $\mathcal{N}=4$ SYM with arbitrary classical gauge group that are exactly determined by supersymmetric localisation. Not only do these reproduce known features of perturbative and non-perturbative $\mathcal{N}=4$ SYM for any classical gauge group, but they have large-$N$ expansions that are in accord with expectations based on the holographic correspondence with superstring theory. The final section focusses on modular graph functions. These are modular functions that are closely associated with coefficients in the low-energy expansion of superstring perturbation theory and have recently received quite a lot of interest in both the physics and mathematics literature.