+2,233.8%
SAP vs ALL
+2,871.5%
-637.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | -1.5% | +10.5% | +9.4% |
| 3M | +14.9% | +23.6% | -8.7% | +6.5% |
| 6M | +11.9% | +22.3% | -10.4% | +3.9% |
| YTD | -9.9% | +26.5% | -36.4% | -17.6% |
| 1Y | -19.5% | +27.0% | -46.5% | -26.7% |
| 3Y | +61.8% | +149.6% | -87.8% | +13.8% |
| 5Y | +56.2% | +118.1% | -61.9% | +12.3% |
| 10Y | +180.6% | +369.0% | -188.4% | +49.6% |
| All | +2,233.8% | +2,871.5% | -637.8% | +597.5% |
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