+82.7%
SAP vs ACWI
+70.4%
+12.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +4.7% |
| 7D | +4.0% | -4.0% | +8.1% | +7.5% |
| 30D | +15.7% | -5.8% | +21.5% | +21.5% |
| 3M | +23.4% | -5.0% | +28.4% | +28.6% |
| 6M | +41.3% | +0.7% | +40.6% | +38.3% |
| YTD | +2.0% | +8.4% | -6.4% | -7.6% |
| 1Y | -5.1% | +10.1% | -15.2% | -15.5% |
| All | +82.7% | +70.4% | +12.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling