+229.3%
SAP vs ALL
+371.2%
-141.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -2.5% | -2.6% | +0.1% | -1.6% |
| 30D | +7.5% | +12.7% | -5.3% | +3.2% |
| 3M | +11.6% | +0.4% | +11.2% | +11.3% |
| 6M | +37.6% | +23.8% | +13.8% | +27.8% |
| YTD | -2.0% | +27.8% | -29.7% | -10.3% |
| 1Y | -6.4% | +28.9% | -35.3% | -14.7% |
| 3Y | +67.7% | +113.9% | -46.2% | +25.2% |
| 5Y | +75.7% | +157.4% | -81.6% | +17.7% |
| 10Y | +229.3% | +369.0% | -139.7% | +86.8% |
| All | +229.3% | +371.2% | -141.8% | +86.8% |
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