+75.7%
SAP vs CAPR
+219.7%
-143.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | +0.1% |
| 7D | -2.5% | +25.8% | -28.3% | -2.6% |
| 30D | +7.5% | +50.2% | -42.7% | +7.3% |
| 3M | +11.6% | +185.5% | -173.8% | +11.1% |
| 6M | +37.6% | -64.8% | +102.5% | +37.9% |
| YTD | -2.0% | -61.1% | +59.2% | -1.9% |
| 1Y | -6.4% | +81.0% | -87.3% | -9.0% |
| 3Y | +67.7% | +300.7% | -233.0% | +51.5% |
| 5Y | +75.7% | +223.3% | -147.6% | +47.9% |
| All | +75.7% | +219.7% | -143.9% | +47.9% |
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