+224.0%
SAP vs ALL
+372.0%
-147.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.5% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +8.8% | +13.8% | -5.0% | +4.2% |
| 3M | +12.1% | -2.8% | +14.8% | +12.9% |
| 6M | +34.6% | +23.7% | +10.9% | +25.0% |
| YTD | -2.1% | +27.3% | -29.4% | -10.3% |
| 1Y | -5.5% | +30.5% | -36.1% | -14.3% |
| 3Y | +67.4% | +113.0% | -45.6% | +25.2% |
| 5Y | +74.6% | +157.6% | -83.0% | +16.8% |
| 10Y | +224.0% | +368.4% | -144.3% | +84.2% |
| All | +224.0% | +372.0% | -147.9% | +84.2% |
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