+584.5%
SAP vs CAPR
-99.1%
+683.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.2% |
| 7D | -0.7% | +41.1% | -41.7% | -0.9% |
| 30D | +11.1% | +11.1% | 0.0% | +11.0% |
| 3M | +17.0% | +115.3% | -98.3% | +16.1% |
| 6M | +34.8% | -73.8% | +108.7% | +35.4% |
| YTD | -2.2% | -68.8% | +66.6% | -2.0% |
| 1Y | -6.4% | +43.3% | -49.8% | -9.3% |
| 3Y | +75.1% | +214.7% | -139.5% | +66.4% |
| 5Y | +69.8% | +141.3% | -71.5% | +60.8% |
| 10Y | +219.8% | -67.0% | +286.9% | +196.3% |
| All | +584.5% | -99.1% | +683.6% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling