+2,233.8%
SAP vs COO
+6,242.4%
-4,008.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | +9.0% | -7.0% | +16.0% | +10.9% |
| 3M | +14.9% | +12.2% | +2.7% | +11.7% |
| 6M | +11.9% | -15.1% | +27.0% | +16.0% |
| YTD | -9.9% | -15.1% | +5.2% | -6.7% |
| 1Y | -19.5% | +2.3% | -21.9% | -20.4% |
| 3Y | +61.8% | -23.7% | +85.5% | +68.5% |
| 5Y | +56.2% | -38.9% | +95.1% | +69.9% |
| 10Y | +180.6% | +49.9% | +130.7% | +150.3% |
| All | +2,233.8% | +6,242.4% | -4,008.6% | +913.3% |
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