+233.0%
GM vs SAP
+175.6%
+57.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | -1.1% | -5.1% | +4.0% | +1.1% |
| 30D | -3.4% | -1.8% | -1.6% | -2.8% |
| 3M | +8.7% | +20.9% | -12.2% | -0.4% |
| 6M | +15.4% | +7.0% | +8.4% | +10.3% |
| YTD | +6.6% | -13.7% | +20.3% | +10.5% |
| 1Y | +51.5% | -19.6% | +71.1% | +61.7% |
| 3Y | +169.3% | +52.4% | +116.9% | +98.4% |
| 5Y | +81.6% | +54.4% | +27.1% | +27.9% |
| All | +233.0% | +175.6% | +57.4% | +73.4% |
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