-9.4%
DASH vs SAP
+77.5%
-86.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.5% | -10.9% | -10.4% |
| 7D | +0.5% | +4.0% | -3.5% | -2.2% |
| 30D | -7.1% | +15.7% | -22.8% | -16.2% |
| 3M | -13.2% | +23.4% | -36.6% | -25.6% |
| 6M | +8.3% | +41.3% | -33.0% | -16.8% |
| YTD | -20.6% | +2.0% | -22.6% | -23.9% |
| 1Y | -24.4% | -5.1% | -19.3% | -23.0% |
| 3Y | +94.5% | +82.1% | +12.4% | -2.6% |
| 5Y | -9.4% | +77.2% | -86.6% | -64.8% |
| All | -9.4% | +77.5% | -86.9% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling