+177.0%
SAP vs COO
+48.2%
+128.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.0% |
| 30D | +9.0% | -7.0% | +16.0% | +12.1% |
| 3M | +14.9% | +12.2% | +2.7% | +9.6% |
| 6M | +11.9% | -15.1% | +27.0% | +18.8% |
| YTD | -9.9% | -15.1% | +5.2% | -4.5% |
| 1Y | -19.5% | +2.3% | -21.9% | -21.1% |
| 3Y | +61.8% | -23.7% | +85.5% | +72.2% |
| 5Y | +56.2% | -38.9% | +95.1% | +79.2% |
| All | +177.0% | +48.2% | +128.8% | +123.9% |
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