+180.9%
C vs SAP
+2,432.7%
-2,251.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -6.0% | +11.1% | -17.1% | -10.2% |
| 3M | -10.5% | +17.0% | -27.6% | -16.7% |
| 6M | -5.7% | +34.8% | -40.6% | -18.6% |
| YTD | +4.1% | -2.2% | +6.4% | +1.2% |
| 1Y | +20.5% | -6.4% | +26.9% | +19.3% |
| 3Y | +208.1% | +75.1% | +133.0% | +130.0% |
| 5Y | +110.4% | +69.8% | +40.6% | +56.5% |
| 10Y | +234.6% | +219.8% | +14.8% | +88.2% |
| All | +180.9% | +2,432.7% | -2,251.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling