+707.7%
BE vs SAP
+125.3%
+582.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | -3.9% | +24.4% | +23.2% |
| 30D | -23.4% | +6.5% | -29.9% | -26.6% |
| 3M | -14.9% | +14.7% | -29.5% | -22.4% |
| 6M | -28.1% | +39.9% | -68.0% | -45.6% |
| YTD | +132.4% | -2.0% | +134.4% | +118.1% |
| 1Y | +59.4% | -6.0% | +65.4% | +55.6% |
| 3Y | +1,815.8% | +67.7% | +1,748.2% | +968.6% |
| 5Y | +491.3% | +78.8% | +412.5% | +206.8% |
| All | +707.7% | +125.3% | +582.4% | +241.2% |
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