+74.1%
SAP vs D
+14.9%
+59.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | +15.2% | +2.3% | +12.9% | +14.8% |
| 6M | +36.7% | +12.5% | +24.2% | +34.4% |
| YTD | -0.6% | +20.1% | -20.7% | -3.3% |
| 1Y | -4.1% | +15.6% | -19.7% | -6.2% |
| 3Y | +73.2% | +75.2% | -1.9% | +55.3% |
| 5Y | +74.1% | +14.6% | +59.5% | +74.1% |
| All | +74.1% | +14.9% | +59.2% | +74.1% |
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