+56.4%
SAP vs CAPR
+84.7%
-28.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +9.0% | +139.2% | -130.2% | +8.5% |
| 3M | +14.9% | -66.4% | +81.3% | +15.2% |
| 6M | +11.9% | -63.1% | +75.0% | +12.1% |
| YTD | -9.9% | -67.4% | +57.5% | -9.7% |
| 1Y | -19.5% | +58.2% | -77.8% | -22.1% |
| 3Y | +61.8% | +42.2% | +19.6% | +51.0% |
| All | +56.4% | +84.7% | -28.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling