+2,432.7%
SAP vs ALL
+2,817.0%
-384.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.3% | -2.6% |
| 7D | -0.7% | -1.9% | +1.3% | 0.0% |
| 30D | +11.1% | +13.8% | -2.7% | +6.2% |
| 3M | +17.0% | -7.0% | +24.0% | +19.7% |
| 6M | +34.8% | +18.0% | +16.8% | +26.8% |
| YTD | -2.2% | +24.2% | -26.4% | -10.1% |
| 1Y | -6.4% | +31.2% | -37.6% | -15.7% |
| 3Y | +75.1% | +107.5% | -32.4% | +31.8% |
| 5Y | +69.8% | +144.8% | -75.0% | +17.1% |
| 10Y | +219.8% | +375.8% | -155.9% | +69.5% |
| All | +2,432.7% | +2,817.0% | -384.3% | +661.0% |
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