+222.9%
SAP vs COO
+40.7%
+182.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.7% |
| 7D | +1.6% | +4.3% | -2.7% | 0.0% |
| 30D | +10.5% | +17.6% | -7.0% | +3.8% |
| 3M | +15.2% | -13.9% | +29.0% | +21.1% |
| 6M | +36.7% | +6.6% | +30.1% | +31.9% |
| YTD | -0.6% | -22.0% | +21.4% | +8.1% |
| 1Y | -4.1% | -8.8% | +4.7% | -2.3% |
| 3Y | +73.2% | -21.5% | +94.7% | +79.9% |
| 5Y | +74.1% | -41.0% | +115.1% | +100.5% |
| 10Y | +222.9% | +40.9% | +182.0% | +167.5% |
| All | +222.9% | +40.7% | +182.2% | +167.5% |
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