+222.9%
SAP vs D
+42.1%
+180.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.6% | +0.8% | +0.9% | +1.5% |
| 30D | +10.5% | +10.7% | -0.2% | +8.0% |
| 3M | +15.2% | +2.3% | +12.9% | +14.5% |
| 6M | +36.7% | +12.5% | +24.2% | +32.6% |
| YTD | -0.6% | +20.1% | -20.7% | -5.3% |
| 1Y | -4.1% | +15.6% | -19.7% | -7.9% |
| 3Y | +73.2% | +75.2% | -1.9% | +46.4% |
| 5Y | +74.1% | +14.6% | +59.5% | +65.7% |
| 10Y | +222.9% | +43.8% | +179.2% | +186.9% |
| All | +222.9% | +42.1% | +180.8% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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