+214.8%
SAP vs ACWI
+219.0%
-4.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -2.4% | +1.7% | +1.6% |
| 30D | +11.1% | -5.2% | +16.3% | +17.0% |
| 3M | +17.0% | -4.8% | +21.9% | +22.7% |
| 6M | +34.8% | -1.3% | +36.2% | +35.0% |
| YTD | -2.2% | +8.4% | -10.6% | -11.6% |
| 1Y | -6.4% | +11.0% | -17.5% | -17.6% |
| 3Y | +75.1% | +70.6% | +4.6% | -2.6% |
| 5Y | +69.8% | +55.3% | +14.5% | +4.6% |
| All | +214.8% | +219.0% | -4.2% | -11.2% |
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