+14,936.3%
COST vs SAP
+2,233.8%
+12,702.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -2.8% | +9.0% | -11.8% | -4.8% |
| 3M | -5.7% | +14.9% | -20.6% | -9.1% |
| 6M | -8.8% | +11.9% | -20.7% | -12.0% |
| YTD | +6.7% | -9.9% | +16.6% | +7.4% |
| 1Y | -3.6% | -19.5% | +15.9% | -0.6% |
| 3Y | +75.1% | +61.8% | +13.3% | +52.7% |
| 5Y | +108.9% | +56.2% | +52.7% | +81.6% |
| 10Y | +586.2% | +180.6% | +405.6% | +410.1% |
| All | +14,936.3% | +2,233.8% | +12,702.5% | +7,403.0% |
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