+130.7%
C vs SAP
+55.2%
+75.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +3.6% | -2.9% | +6.5% | +4.6% |
| 30D | +0.1% | +9.0% | -9.0% | -3.1% |
| 3M | +2.4% | +14.9% | -12.5% | -3.0% |
| 6M | +24.9% | +11.9% | +13.0% | +18.7% |
| YTD | +19.8% | -9.9% | +29.7% | +23.4% |
| 1Y | +44.9% | -19.5% | +64.4% | +56.5% |
| 3Y | +263.0% | +61.8% | +201.2% | +178.3% |
| All | +130.7% | +55.2% | +75.4% | +63.5% |
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 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