+207.0%
C vs SAP
+237.3%
-30.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.2% | +0.6% | +3.5% | +3.9% |
| 30D | +2.0% | +6.5% | -4.6% | -1.1% |
| 3M | -10.1% | +12.2% | -22.4% | -15.3% |
| 6M | +1.0% | +46.1% | -45.1% | -17.6% |
| YTD | +8.5% | -1.6% | +10.1% | +5.9% |
| 1Y | +25.7% | -5.1% | +30.8% | +25.2% |
| 3Y | +216.0% | +68.4% | +147.6% | +122.4% |
| 5Y | +112.3% | +79.4% | +32.9% | +39.4% |
| All | +207.0% | +237.3% | -30.2% | +39.4% |
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