+105.8%
SAP vs COMP
-52.8%
+158.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -3.9% | +8.9% | -12.8% | -4.9% |
| 30D | +6.5% | +14.0% | -7.4% | +4.6% |
| 3M | +14.7% | -21.1% | +35.8% | +17.2% |
| 6M | +39.9% | +20.1% | +19.8% | +35.9% |
| YTD | -2.0% | -5.0% | +3.0% | -3.2% |
| 1Y | -6.0% | +5.7% | -11.7% | -8.4% |
| 3Y | +67.7% | +412.2% | -344.6% | +31.3% |
| 5Y | +78.8% | -12.1% | +90.9% | +51.5% |
| All | +105.8% | -52.8% | +158.5% | +70.4% |
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