+214.8%
SAP vs DAR
+268.8%
-54.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -0.7% | -9.9% | +9.3% | +1.2% |
| 30D | +11.1% | -16.4% | +27.5% | +14.6% |
| 3M | +17.0% | -17.1% | +34.1% | +20.5% |
| 6M | +34.8% | -20.5% | +55.3% | +39.5% |
| YTD | -2.2% | +39.4% | -41.6% | -10.6% |
| 1Y | -6.4% | +57.2% | -63.7% | -16.8% |
| 3Y | +75.1% | +13.9% | +61.3% | +60.6% |
| 5Y | +69.8% | -40.8% | +110.6% | +78.9% |
| All | +214.8% | +268.8% | -54.0% | +86.1% |
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