+222.9%
SAP vs ALL
+367.3%
-144.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.6% | -3.9% | +5.5% | +3.0% |
| 30D | +10.5% | +10.6% | -0.1% | +6.9% |
| 3M | +15.2% | -4.6% | +19.7% | +16.8% |
| 6M | +36.7% | +20.2% | +16.5% | +28.3% |
| YTD | -0.6% | +23.7% | -24.3% | -8.0% |
| 1Y | -4.1% | +27.9% | -32.0% | -12.4% |
| 3Y | +73.2% | +109.2% | -35.9% | +30.4% |
| 5Y | +74.1% | +148.0% | -73.9% | +18.3% |
| 10Y | +222.9% | +363.8% | -140.8% | +91.2% |
| All | +222.9% | +367.3% | -144.4% | +91.2% |
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