+200.5%
B vs SAP
+228.4%
-27.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +11.3% | +1.6% | +9.7% | +11.0% |
| 30D | +2.9% | +10.5% | -7.6% | +0.7% |
| 3M | -2.9% | +15.2% | -18.0% | -5.9% |
| 6M | -1.2% | +36.7% | -37.9% | -8.2% |
| YTD | -1.3% | -0.6% | -0.8% | -2.1% |
| 1Y | +30.4% | -4.1% | +34.5% | +30.5% |
| 3Y | +195.3% | +73.2% | +122.0% | +152.0% |
| 5Y | +146.2% | +74.1% | +72.1% | +103.6% |
| 10Y | +200.5% | +222.9% | -22.5% | +66.0% |
| All | +200.5% | +228.4% | -27.9% | +66.0% |
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 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