+80.7%
SAP vs BEN
+28.2%
+52.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | +6.8% | -6.2% | -1.9% |
| 30D | +6.5% | +18.0% | -11.4% | -0.2% |
| 3M | +12.2% | +7.5% | +4.8% | +8.8% |
| 6M | +46.1% | +14.7% | +31.4% | +37.6% |
| YTD | -1.6% | +56.1% | -57.7% | -18.3% |
| 1Y | -5.1% | +69.6% | -74.7% | -23.8% |
| 3Y | +68.4% | +87.7% | -19.3% | +22.4% |
| All | +80.7% | +28.2% | +52.5% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling