+80.7%
SAP vs ACWI
+58.7%
+22.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | +2.4% | -1.8% | -1.8% |
| 30D | +6.5% | -1.7% | +8.2% | +8.0% |
| 3M | +12.2% | -3.9% | +16.2% | +16.4% |
| 6M | +46.1% | +0.8% | +45.3% | +43.3% |
| YTD | -1.6% | +11.0% | -12.7% | -13.3% |
| 1Y | -5.1% | +13.1% | -18.2% | -18.1% |
| 3Y | +68.4% | +73.9% | -5.5% | -9.9% |
| All | +80.7% | +58.7% | +22.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling