+56.4%
SAP vs D
+4.5%
+51.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +9.0% | -3.6% | +12.6% | +9.4% |
| 3M | +14.9% | -1.0% | +15.9% | +15.0% |
| 6M | +11.9% | +6.3% | +5.6% | +10.8% |
| YTD | -9.9% | +14.7% | -24.6% | -11.8% |
| 1Y | -19.5% | +16.9% | -36.5% | -21.5% |
| 3Y | +61.8% | +56.8% | +5.0% | +48.7% |
| All | +56.4% | +4.5% | +51.9% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling