+235.4%
SAP vs ACWI
+225.4%
+10.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -3.9% | +2.7% | -6.6% | -6.5% |
| 30D | +6.5% | -2.6% | +9.1% | +9.1% |
| 3M | +14.7% | -3.2% | +17.8% | +18.0% |
| 6M | +39.9% | +1.9% | +38.1% | +35.6% |
| YTD | -2.0% | +11.3% | -13.3% | -13.8% |
| 1Y | -6.0% | +11.7% | -17.7% | -17.6% |
| 3Y | +67.7% | +74.4% | -6.7% | -8.9% |
| 5Y | +78.8% | +59.5% | +19.3% | +7.1% |
| All | +235.4% | +225.4% | +10.0% | -6.4% |
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