+222.9%
SAP vs A
+328.7%
-105.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.4% |
| 7D | +1.6% | +4.8% | -3.1% | -0.4% |
| 30D | +10.5% | +5.6% | +4.9% | +7.8% |
| 3M | +15.2% | +23.6% | -8.5% | +4.7% |
| 6M | +36.7% | +56.4% | -19.7% | +11.2% |
| YTD | -0.6% | +33.4% | -34.0% | -13.6% |
| 1Y | -4.1% | +23.7% | -27.8% | -14.0% |
| 3Y | +73.2% | +71.0% | +2.2% | +28.4% |
| 5Y | +74.1% | +16.8% | +57.3% | +52.3% |
| 10Y | +222.9% | +323.8% | -100.9% | +59.4% |
| All | +222.9% | +328.7% | -105.8% | +59.4% |
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