+2,542.1%
SAP vs COO
+5,688.3%
-3,146.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +4.0% | +5.3% | -1.2% | +2.8% |
| 30D | +15.7% | +12.5% | +3.2% | +12.5% |
| 3M | +23.4% | -15.1% | +38.6% | +27.7% |
| 6M | +41.3% | +3.7% | +37.6% | +39.2% |
| YTD | +2.0% | -22.5% | +24.5% | +7.5% |
| 1Y | -5.1% | -7.8% | +2.7% | -4.1% |
| 3Y | +82.1% | -24.1% | +106.2% | +89.3% |
| 5Y | +77.2% | -40.1% | +117.3% | +93.0% |
| 10Y | +233.6% | +44.7% | +189.0% | +199.5% |
| All | +2,542.1% | +5,688.3% | -3,146.2% | +1,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling