+79.8%
F vs SAP
+216.8%
-137.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | +2.6% | +11.1% | -8.5% | -1.2% |
| 3M | -8.8% | +17.0% | -25.9% | -14.0% |
| 6M | +4.6% | +34.8% | -30.2% | -7.5% |
| YTD | -1.9% | -2.2% | +0.3% | -3.2% |
| 1Y | -0.8% | -6.4% | +5.7% | -0.2% |
| 3Y | +43.5% | +75.1% | -31.7% | +3.9% |
| 5Y | -12.1% | +69.8% | -81.9% | -37.9% |
| All | +79.8% | +216.8% | -137.0% | -4.9% |
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