+190.2%
B vs SAP
+177.1%
+13.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +9.4% | +9.0% | +0.4% | +7.4% |
| 3M | +5.0% | +14.9% | -10.0% | +1.6% |
| 6M | -3.5% | +11.9% | -15.4% | -6.4% |
| YTD | +4.5% | -9.9% | +14.4% | +6.0% |
| 1Y | +67.8% | -19.5% | +87.3% | +74.5% |
| 3Y | +196.7% | +61.8% | +134.9% | +156.4% |
| 5Y | +151.9% | +56.2% | +95.8% | +113.1% |
| All | +190.2% | +177.1% | +13.1% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling