+222.9%
SAP vs ACWI
+226.8%
-3.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.1% |
| 30D | +10.5% | -2.8% | +13.4% | +13.5% |
| 3M | +15.2% | -3.2% | +18.3% | +18.5% |
| 6M | +36.7% | +1.3% | +35.4% | +33.3% |
| YTD | -0.6% | +11.2% | -11.8% | -12.5% |
| 1Y | -4.1% | +13.8% | -17.9% | -17.7% |
| 3Y | +73.2% | +76.2% | -2.9% | -6.9% |
| 5Y | +74.1% | +59.5% | +14.6% | +4.3% |
| 10Y | +222.9% | +222.2% | +0.7% | -10.9% |
| All | +222.9% | +226.8% | -3.9% | -10.9% |
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