+224.0%
SAP vs COO
+38.3%
+185.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | +1.5% | +4.5% | -3.0% | -0.2% |
| 30D | +8.8% | +16.9% | -8.1% | +2.5% |
| 3M | +12.1% | -16.7% | +28.8% | +19.4% |
| 6M | +34.6% | +5.9% | +28.6% | +30.1% |
| YTD | -2.1% | -22.4% | +20.3% | +6.7% |
| 1Y | -5.5% | -10.1% | +4.6% | -3.2% |
| 3Y | +67.4% | -22.8% | +90.2% | +75.1% |
| 5Y | +74.6% | -41.4% | +116.0% | +101.5% |
| 10Y | +224.0% | +41.3% | +182.8% | +168.8% |
| All | +224.0% | +38.3% | +185.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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