+178.2%
SAP vs CF
+569.3%
-391.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | -2.9% | +6.0% | -8.9% | -3.7% |
| 30D | +9.0% | +14.8% | -5.8% | +6.8% |
| 3M | +14.9% | +14.1% | +0.9% | +12.5% |
| 6M | +11.9% | +28.5% | -16.6% | +6.3% |
| YTD | -9.9% | +74.9% | -84.9% | -18.9% |
| 1Y | -19.5% | +61.7% | -81.2% | -26.7% |
| 3Y | +61.8% | +80.3% | -18.5% | +41.7% |
| 5Y | +56.2% | +226.0% | -169.8% | +13.6% |
| All | +178.2% | +569.3% | -391.1% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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