+2,764.1%
COP vs SAP
+2,432.7%
+331.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.4% |
| 7D | -11.5% | -0.7% | -10.9% | -11.5% |
| 30D | +5.0% | +11.1% | -6.1% | +2.6% |
| 3M | +17.5% | +17.0% | +0.4% | +13.5% |
| 6M | +16.2% | +34.8% | -18.6% | +8.3% |
| YTD | +48.8% | -2.2% | +51.0% | +46.6% |
| 1Y | +64.1% | -6.4% | +70.5% | +63.1% |
| 3Y | +25.7% | +75.1% | -49.5% | +7.7% |
| 5Y | +114.4% | +69.8% | +44.5% | +82.1% |
| 10Y | +331.7% | +219.8% | +111.8% | +221.7% |
| All | +2,764.1% | +2,432.7% | +331.3% | +1,465.3% |
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