+2,432.7%
SAP vs BEN
+1,079.4%
+1,353.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.9% | -6.1% |
| 7D | -0.7% | +6.6% | -7.3% | -3.5% |
| 30D | +11.1% | +3.8% | +7.2% | +9.0% |
| 3M | +17.0% | +0.2% | +16.8% | +16.4% |
| 6M | +34.8% | +10.4% | +24.4% | +28.1% |
| YTD | -2.2% | +46.2% | -48.4% | -17.9% |
| 1Y | -6.4% | +52.3% | -58.7% | -22.8% |
| 3Y | +75.1% | +65.9% | +9.2% | +34.0% |
| 5Y | +69.8% | +20.6% | +49.3% | +46.3% |
| 10Y | +219.8% | +64.8% | +155.1% | +116.3% |
| All | +2,432.7% | +1,079.4% | +1,353.3% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling