+222.9%
SAP vs BEN
+70.4%
+152.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -0.5% |
| 7D | +1.6% | +12.2% | -10.6% | -2.5% |
| 30D | +10.5% | +12.1% | -1.6% | +6.0% |
| 3M | +15.2% | +7.3% | +7.9% | +12.0% |
| 6M | +36.7% | +17.9% | +18.8% | +28.2% |
| YTD | -0.6% | +55.4% | -56.0% | -15.6% |
| 1Y | -4.1% | +69.3% | -73.5% | -21.0% |
| 3Y | +73.2% | +82.8% | -9.6% | +34.3% |
| 5Y | +74.1% | +28.8% | +45.3% | +49.4% |
| 10Y | +222.9% | +53.9% | +169.0% | +139.5% |
| All | +222.9% | +70.4% | +152.5% | +139.5% |
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