+179.5%
C vs SAP
+2,542.1%
-2,362.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.6% |
| 7D | -5.3% | +4.0% | -9.3% | -6.9% |
| 30D | -7.3% | +15.7% | -23.0% | -12.9% |
| 3M | -13.5% | +23.4% | -36.9% | -21.2% |
| 6M | -6.5% | +41.3% | -47.8% | -20.7% |
| YTD | +3.6% | +2.0% | +1.6% | -1.0% |
| 1Y | +18.9% | -5.1% | +24.0% | +17.1% |
| 3Y | +205.0% | +82.1% | +122.8% | +124.2% |
| 5Y | +109.4% | +77.2% | +32.2% | +53.1% |
| 10Y | +232.9% | +233.6% | -0.7% | +84.1% |
| All | +179.5% | +2,542.1% | -2,362.6% | -23.4% |
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 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