+934.0%
BE vs SAP
+98.2%
+835.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.1% |
| 7D | +9.7% | -5.1% | +14.8% | +13.0% |
| 30D | +22.4% | -1.8% | +24.2% | +22.8% |
| 3M | +10.4% | +20.9% | -10.6% | -6.8% |
| 6M | +67.9% | +7.0% | +60.9% | +49.7% |
| YTD | +197.5% | -13.7% | +211.2% | +203.3% |
| 1Y | +310.6% | -19.6% | +330.1% | +342.3% |
| 3Y | +1,657.2% | +52.4% | +1,604.8% | +933.1% |
| 5Y | +1,218.2% | +54.4% | +1,163.7% | +655.5% |
| All | +934.0% | +98.2% | +835.7% | +374.6% |
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