+221.9%
CVX vs SAP
+175.9%
+46.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +10.7% | +0.3% | +10.4% | +10.4% |
| 3M | +15.5% | +16.9% | -1.4% | +9.9% |
| 6M | +14.9% | +6.3% | +8.6% | +11.6% |
| YTD | +44.2% | -12.4% | +56.6% | +47.3% |
| 1Y | +43.5% | -21.6% | +65.1% | +51.5% |
| 3Y | +45.0% | +54.8% | -9.8% | +15.9% |
| 5Y | +172.2% | +56.2% | +116.0% | +111.9% |
| 10Y | +221.9% | +179.0% | +42.9% | +83.8% |
| All | +221.9% | +175.9% | +46.0% | +83.8% |
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