+805.4%
SAP vs A
+539.8%
+265.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -3.9% | +0.7% | -4.6% | -4.2% |
| 30D | +6.5% | +0.8% | +5.7% | +6.0% |
| 3M | +14.7% | +16.9% | -2.2% | +7.6% |
| 6M | +39.9% | +53.8% | -13.8% | +17.5% |
| YTD | -2.0% | +28.1% | -30.1% | -12.2% |
| 1Y | -6.0% | +15.0% | -21.0% | -12.5% |
| 3Y | +67.7% | +63.1% | +4.6% | +33.4% |
| 5Y | +78.8% | +11.5% | +67.3% | +61.2% |
| 10Y | +229.3% | +303.2% | -73.9% | +81.4% |
| All | +805.4% | +539.8% | +265.6% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling