+2,542.1%
SAP vs ALL
+2,953.4%
-411.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.8% |
| 7D | +4.0% | +4.2% | -0.2% | +2.6% |
| 30D | +15.7% | +18.9% | -3.2% | +8.9% |
| 3M | +23.4% | +1.2% | +22.2% | +22.5% |
| 6M | +41.3% | +23.2% | +18.1% | +30.9% |
| YTD | +2.0% | +30.0% | -28.0% | -7.7% |
| 1Y | -5.1% | +39.6% | -44.7% | -16.4% |
| 3Y | +82.1% | +115.2% | -33.1% | +35.3% |
| 5Y | +77.2% | +156.2% | -79.1% | +20.2% |
| 10Y | +233.6% | +398.0% | -164.3% | +74.0% |
| All | +2,542.1% | +2,953.4% | -411.3% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling