+1,381.0%
NET vs SAP
+124.4%
+1,256.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -5.5% |
| 7D | -16.4% | +1.3% | -17.7% | -17.3% |
| 30D | -25.8% | +15.5% | -41.4% | -33.3% |
| 3M | -11.5% | +22.8% | -34.3% | -23.7% |
| 6M | +18.9% | +42.5% | -23.5% | -8.7% |
| YTD | +35.2% | +0.5% | +34.7% | +30.6% |
| 1Y | +14.5% | -5.9% | +20.4% | +16.2% |
| 3Y | +313.8% | +79.5% | +234.3% | +153.1% |
| 5Y | +32.6% | +75.3% | -42.8% | -22.8% |
| All | +1,381.0% | +124.4% | +1,256.6% | +668.3% |
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