+81.0%
F vs SAP
+228.4%
-147.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -0.6% | +1.6% | -2.3% | -1.2% |
| 30D | +2.9% | +10.5% | -7.7% | -0.8% |
| 3M | -9.5% | +15.2% | -24.6% | -14.1% |
| 6M | +4.0% | +36.7% | -32.7% | -8.4% |
| YTD | -1.3% | -0.6% | -0.7% | -3.2% |
| 1Y | -1.9% | -4.1% | +2.2% | -2.3% |
| 3Y | +53.5% | +73.2% | -19.8% | +12.0% |
| 5Y | -15.1% | +74.1% | -89.3% | -40.6% |
| 10Y | +81.0% | +222.9% | -141.9% | -3.9% |
| All | +81.0% | +228.4% | -147.4% | -3.9% |
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