-5.1%
SAP vs DAR
+61.9%
-67.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.6% |
| 7D | +0.6% | +11.6% | -10.9% | +2.7% |
| 30D | +6.5% | -10.2% | +16.8% | +4.3% |
| 3M | +12.2% | -14.8% | +27.1% | +8.9% |
| 6M | +46.1% | -10.1% | +56.1% | +42.8% |
| YTD | -1.6% | +55.5% | -57.1% | +2.4% |
| 1Y | -5.1% | +61.7% | -66.8% | -2.0% |
| All | -5.1% | +61.9% | -67.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling