+641.7%
BE vs SAP
+125.0%
+516.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.5% |
| 7D | -13.4% | +1.5% | -14.8% | -14.5% |
| 30D | -33.9% | +8.8% | -42.7% | -37.5% |
| 3M | -12.0% | +12.1% | -24.0% | -18.9% |
| 6M | -29.0% | +34.6% | -63.5% | -44.9% |
| YTD | +113.4% | -2.1% | +115.5% | +100.4% |
| 1Y | +33.2% | -5.5% | +38.7% | +29.3% |
| 3Y | +1,659.2% | +67.4% | +1,591.8% | +881.9% |
| 5Y | +461.4% | +74.6% | +386.8% | +196.5% |
| All | +641.7% | +125.0% | +516.7% | +213.5% |
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