+236.6%
SAP vs ALL
+377.9%
-141.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | +5.0% | -4.4% | -1.1% |
| 30D | +6.5% | +13.3% | -6.8% | +2.1% |
| 3M | +12.2% | +3.2% | +9.1% | +10.9% |
| 6M | +46.1% | +25.3% | +20.7% | +35.1% |
| YTD | -1.6% | +30.5% | -32.1% | -10.7% |
| 1Y | -5.1% | +29.2% | -34.3% | -13.6% |
| 3Y | +68.4% | +119.1% | -50.8% | +24.6% |
| 5Y | +79.4% | +162.6% | -83.2% | +19.2% |
| All | +236.6% | +377.9% | -141.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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