+224.0%
SAP vs DD
+100.9%
+123.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.9% |
| 7D | +1.5% | +2.2% | -0.7% | +0.6% |
| 30D | +8.8% | +20.7% | -11.8% | +2.0% |
| 3M | +12.1% | +11.3% | +0.8% | +7.7% |
| 6M | +34.6% | +6.0% | +28.6% | +30.7% |
| YTD | -2.1% | +31.7% | -33.8% | -12.6% |
| 1Y | -5.5% | +32.2% | -37.8% | -15.9% |
| 3Y | +67.4% | +92.7% | -25.2% | +26.3% |
| 5Y | +74.6% | +72.1% | +2.5% | +34.5% |
| 10Y | +224.0% | +99.7% | +124.4% | +116.9% |
| All | +224.0% | +100.9% | +123.1% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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