+69.0%
F vs SAP
+231.4%
-162.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | -2.5% | +0.3% | -1.3% |
| 30D | +3.3% | +7.5% | -4.1% | +0.6% |
| 3M | -11.3% | +11.6% | -23.0% | -14.9% |
| 6M | +5.3% | +37.6% | -32.3% | -7.6% |
| YTD | -2.2% | -2.0% | -0.3% | -3.6% |
| 1Y | -3.5% | -6.4% | +2.8% | -3.1% |
| 3Y | +49.5% | +67.7% | -18.2% | +10.5% |
| 5Y | -13.5% | +75.7% | -89.2% | -39.9% |
| 10Y | +69.0% | +229.3% | -160.3% | -16.1% |
| All | +69.0% | +231.4% | -162.4% | -16.1% |
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