+222.9%
SAP vs DAR
+288.2%
-65.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.8% |
| 7D | +1.6% | -2.8% | +4.4% | +2.1% |
| 30D | +10.5% | -12.8% | +23.4% | +13.2% |
| 3M | +15.2% | -11.6% | +26.7% | +17.2% |
| 6M | +36.7% | -16.8% | +53.5% | +40.2% |
| YTD | -0.6% | +45.9% | -46.5% | -9.8% |
| 1Y | -4.1% | +61.5% | -65.6% | -15.1% |
| 3Y | +73.2% | +23.0% | +50.3% | +56.2% |
| 5Y | +74.1% | -35.8% | +110.0% | +80.1% |
| 10Y | +222.9% | +280.4% | -57.4% | +89.3% |
| All | +222.9% | +288.2% | -65.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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