+108.7%
SAP vs COMP
-49.2%
+158.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.1% |
| 7D | +1.6% | +14.5% | -12.9% | -0.1% |
| 30D | +10.5% | +14.9% | -4.4% | +8.5% |
| 3M | +15.2% | -14.2% | +29.4% | +16.6% |
| 6M | +36.7% | +23.7% | +12.9% | +32.3% |
| YTD | -0.6% | +2.1% | -2.6% | -2.6% |
| 1Y | -4.1% | +26.2% | -30.3% | -8.3% |
| 3Y | +73.2% | +470.9% | -397.7% | +34.1% |
| 5Y | +74.1% | -14.0% | +88.1% | +46.5% |
| All | +108.7% | -49.2% | +158.0% | +71.5% |
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