+2,233.8%
SAP vs BEN
+1,102.1%
+1,131.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.4% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +9.0% | -0.5% | +9.6% | +9.2% |
| 3M | +14.9% | +9.7% | +5.2% | +10.2% |
| 6M | +11.9% | +33.9% | -22.0% | -1.8% |
| YTD | -9.9% | +49.0% | -58.9% | -24.6% |
| 1Y | -19.5% | +42.1% | -61.7% | -31.5% |
| 3Y | +61.8% | +51.9% | +9.9% | +28.9% |
| 5Y | +56.2% | +39.0% | +17.1% | +26.3% |
| 10Y | +180.6% | +57.9% | +122.7% | +94.1% |
| All | +2,233.8% | +1,102.1% | +1,131.6% | +494.0% |
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