+329.9%
COP vs SAP
+236.1%
+93.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | -3.9% | +7.3% | +4.5% |
| 30D | -0.6% | +6.5% | -7.1% | -2.5% |
| 3M | +10.8% | +14.7% | -3.9% | +6.1% |
| 6M | +19.6% | +39.9% | -20.3% | +7.0% |
| YTD | +52.9% | -2.0% | +54.9% | +51.0% |
| 1Y | +62.2% | -6.0% | +68.2% | +62.5% |
| 3Y | +32.4% | +67.7% | -35.3% | +1.6% |
| 5Y | +129.7% | +78.8% | +51.0% | +67.0% |
| All | +329.9% | +236.1% | +93.8% | +160.8% |
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 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