+214.8%
SAP vs COO
+41.2%
+173.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -0.7% | +4.7% | -5.4% | -2.4% |
| 30D | +11.1% | +13.9% | -2.8% | +5.6% |
| 3M | +17.0% | -14.9% | +32.0% | +23.6% |
| 6M | +34.8% | +2.0% | +32.8% | +32.3% |
| YTD | -2.2% | -23.9% | +21.7% | +7.3% |
| 1Y | -6.4% | -9.6% | +3.2% | -4.4% |
| 3Y | +75.1% | -25.4% | +100.6% | +85.8% |
| 5Y | +69.8% | -41.2% | +111.0% | +95.4% |
| All | +214.8% | +41.2% | +173.6% | +161.5% |
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