+224.0%
SAP vs A
+312.5%
-88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.0% |
| 7D | +1.5% | +1.4% | +0.1% | +0.8% |
| 30D | +8.8% | +4.3% | +4.5% | +6.7% |
| 3M | +12.1% | +19.8% | -7.7% | +3.3% |
| 6M | +34.6% | +54.4% | -19.8% | +10.0% |
| YTD | -2.1% | +31.7% | -33.8% | -14.5% |
| 1Y | -5.5% | +22.4% | -28.0% | -15.0% |
| 3Y | +67.4% | +67.7% | -0.2% | +25.1% |
| 5Y | +74.6% | +15.7% | +58.8% | +53.2% |
| 10Y | +224.0% | +308.7% | -84.7% | +58.9% |
| All | +224.0% | +312.5% | -88.4% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling