+176.2%
SAP vs CME
+282.5%
-106.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +2.6% | +5.5% | -2.9% | +0.9% |
| 3M | +16.3% | +11.0% | +5.3% | +12.5% |
| 6M | +6.4% | -9.7% | +16.1% | +9.1% |
| YTD | -11.4% | +4.9% | -16.3% | -13.5% |
| 1Y | -20.4% | +10.1% | -30.5% | -23.6% |
| 3Y | +56.5% | +53.5% | +3.0% | +32.7% |
| 5Y | +56.8% | +77.2% | -20.4% | +24.8% |
| 10Y | +176.2% | +282.1% | -105.9% | +95.3% |
| All | +176.2% | +282.5% | -106.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling