+2,542.1%
SAP vs D
+1,417.8%
+1,124.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +4.0% | +6.9% | -2.9% | +1.8% |
| 30D | +15.7% | +12.3% | +3.4% | +11.4% |
| 3M | +23.4% | +3.0% | +20.4% | +22.1% |
| 6M | +41.3% | +12.8% | +28.5% | +35.2% |
| YTD | +2.0% | +22.6% | -20.6% | -5.5% |
| 1Y | -5.1% | +21.7% | -26.7% | -12.0% |
| 3Y | +82.1% | +83.9% | -1.8% | +43.0% |
| 5Y | +77.2% | +14.0% | +63.2% | +62.8% |
| 10Y | +233.6% | +45.6% | +188.1% | +168.1% |
| All | +2,542.1% | +1,417.8% | +1,124.3% | +1,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling