+113.6%
C vs SAP
+74.8%
+38.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.4% | -2.5% | +2.0% | +0.3% |
| 30D | -5.3% | +7.5% | -12.8% | -7.7% |
| 3M | -8.0% | +11.6% | -19.7% | -11.8% |
| 6M | -0.3% | +37.6% | -37.9% | -12.0% |
| YTD | +8.6% | -2.0% | +10.6% | +8.6% |
| 1Y | +25.8% | -6.4% | +32.2% | +28.4% |
| 3Y | +221.2% | +67.7% | +153.5% | +143.9% |
| 5Y | +113.6% | +75.7% | +37.8% | +33.1% |
| All | +113.6% | +74.8% | +38.8% | +33.1% |
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