+176.2%
SAP vs A
+237.5%
-61.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.6% |
| 7D | -0.3% | -2.1% | +1.8% | +0.6% |
| 30D | +2.6% | +0.6% | +2.0% | +2.3% |
| 3M | +16.3% | +10.9% | +5.4% | +10.9% |
| 6M | +6.4% | +28.2% | -21.8% | -5.5% |
| YTD | -11.4% | +8.6% | -20.0% | -15.7% |
| 1Y | -20.4% | +15.5% | -35.9% | -26.7% |
| 3Y | +56.5% | +31.8% | +24.7% | +30.4% |
| 5Y | +56.8% | -14.9% | +71.7% | +59.2% |
| 10Y | +176.2% | +237.8% | -61.6% | +45.7% |
| All | +176.2% | +237.5% | -61.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling