+178.2%
SAP vs ACWI
+228.2%
-50.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.4% |
| 30D | +9.0% | +0.9% | +8.1% | +8.1% |
| 3M | +14.9% | +2.4% | +12.6% | +11.5% |
| 6M | +11.9% | +12.4% | -0.5% | -2.0% |
| YTD | -9.9% | +15.2% | -25.1% | -23.2% |
| 1Y | -19.5% | +22.7% | -42.3% | -35.9% |
| 3Y | +61.8% | +75.8% | -14.0% | -12.3% |
| 5Y | +56.2% | +67.7% | -11.6% | -10.8% |
| All | +178.2% | +228.2% | -50.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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