+222.9%
SAP vs CAPR
-64.9%
+287.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.6% |
| 7D | +1.6% | +36.0% | -34.4% | +1.3% |
| 30D | +10.5% | +25.8% | -15.3% | +10.3% |
| 3M | +15.2% | +140.8% | -125.7% | +13.9% |
| 6M | +36.7% | -67.6% | +104.3% | +37.1% |
| YTD | -0.6% | -65.9% | +65.3% | -0.4% |
| 1Y | -4.1% | +66.1% | -70.2% | -8.2% |
| 3Y | +73.2% | +256.9% | -183.6% | +60.1% |
| 5Y | +74.1% | +172.1% | -98.0% | +59.9% |
| 10Y | +222.9% | -64.7% | +287.6% | +184.0% |
| All | +222.9% | -64.9% | +287.9% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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