+54.4%
SAP vs AGG
-2.5%
+56.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -0.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.2% |
| 30D | -1.8% | -1.0% | -0.8% | -0.8% |
| 3M | +20.9% | -1.3% | +22.2% | +22.5% |
| 6M | +7.0% | -2.1% | +9.1% | +9.3% |
| YTD | -13.7% | -1.2% | -12.5% | -12.6% |
| 1Y | -19.6% | -0.5% | -19.1% | -19.0% |
| 3Y | +52.4% | +12.4% | +40.0% | +37.4% |
| 5Y | +54.4% | -2.4% | +56.8% | +35.5% |
| All | +54.4% | -2.5% | +56.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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