+530.7%
SAP vs CAPR
-99.1%
+629.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +14.9% | -66.4% | +81.3% | +15.3% |
| 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% | +54.9% |
| 5Y | +56.2% | +87.3% | -31.1% | +48.3% |
| 10Y | +180.6% | -75.3% | +255.9% | +160.4% |
| All | +530.7% | -99.1% | +629.8% | +468.0% |
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 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