+75.7%
SAP vs COO
-41.3%
+117.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | +7.5% | +13.3% | -5.8% | +3.0% |
| 3M | +11.6% | -18.1% | +29.7% | +18.8% |
| 6M | +37.6% | +6.7% | +30.9% | +33.5% |
| YTD | -2.0% | -23.2% | +21.3% | +6.4% |
| 1Y | -6.4% | -12.3% | +5.9% | -3.3% |
| 3Y | +67.7% | -23.6% | +91.3% | +74.1% |
| 5Y | +75.7% | -38.7% | +114.4% | +90.0% |
| All | +75.7% | -41.3% | +117.1% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling