+229.3%
SAP vs CI
+149.2%
+80.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +7.5% | +6.4% | +1.1% | +5.9% |
| 3M | +11.6% | +10.7% | +1.0% | +9.0% |
| 6M | +37.6% | +5.5% | +32.2% | +35.4% |
| YTD | -2.0% | +11.4% | -13.3% | -5.1% |
| 1Y | -6.4% | +15.0% | -21.4% | -10.2% |
| 3Y | +67.7% | +9.0% | +58.7% | +58.3% |
| 5Y | +75.7% | +52.0% | +23.8% | +47.4% |
| 10Y | +229.3% | +150.9% | +78.4% | +138.2% |
| All | +229.3% | +149.2% | +80.2% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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