+235.4%
SAP vs BEN
+60.0%
+175.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | +7.2% | -9.6% | -5.0% |
| 30D | +7.5% | +14.1% | -6.7% | +2.4% |
| 3M | +11.6% | +9.9% | +1.7% | +7.7% |
| 6M | +37.6% | +17.4% | +20.2% | +29.3% |
| YTD | -2.0% | +57.3% | -59.3% | -17.1% |
| 1Y | -6.4% | +66.9% | -73.3% | -22.5% |
| 3Y | +67.7% | +85.7% | -18.0% | +29.2% |
| 5Y | +75.7% | +31.2% | +44.5% | +49.8% |
| All | +235.4% | +60.0% | +175.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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