+75.7%
SAP vs ALL
+158.6%
-82.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | +7.5% | +12.7% | -5.3% | +4.8% |
| 3M | +11.6% | +0.4% | +11.2% | +11.4% |
| 6M | +37.6% | +23.8% | +13.8% | +31.8% |
| YTD | -2.0% | +27.8% | -29.7% | -7.0% |
| 1Y | -6.4% | +28.9% | -35.3% | -11.4% |
| 3Y | +67.7% | +113.9% | -46.2% | +43.2% |
| 5Y | +75.7% | +157.4% | -81.6% | +44.2% |
| All | +75.7% | +158.6% | -82.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling