+108.4%
B vs SAP
+76.8%
+31.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | -3.9% | -2.3% | -5.3% |
| 30D | -6.6% | +6.5% | -13.1% | -8.0% |
| 3M | -7.9% | +14.7% | -22.5% | -10.7% |
| 6M | -16.8% | +39.9% | -56.7% | -23.3% |
| YTD | -11.7% | -2.0% | -9.7% | -11.4% |
| 1Y | +3.5% | -6.0% | +9.5% | +5.0% |
| 3Y | +165.7% | +67.7% | +98.0% | +118.3% |
| 5Y | +108.4% | +78.8% | +29.6% | +50.0% |
| All | +108.4% | +76.8% | +31.6% | +50.0% |
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 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