+106.5%
SAP vs COMP
-52.0%
+158.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +6.5% | +16.6% | -10.0% | +4.4% |
| 3M | +12.2% | -23.5% | +35.8% | +15.1% |
| 6M | +46.1% | +25.7% | +20.3% | +41.1% |
| YTD | -1.6% | -3.4% | +1.8% | -3.1% |
| 1Y | -5.1% | +7.6% | -12.7% | -7.7% |
| 3Y | +68.4% | +423.6% | -355.2% | +31.6% |
| 5Y | +79.4% | -10.6% | +90.0% | +51.7% |
| All | +106.5% | -52.0% | +158.5% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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