+176.2%
SAP vs DD
+69.4%
+106.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.6% | -7.4% | +10.0% | +5.2% |
| 3M | +16.3% | -6.4% | +22.7% | +18.5% |
| 6M | +6.4% | -2.5% | +8.9% | +6.1% |
| YTD | -11.4% | +10.2% | -21.7% | -15.9% |
| 1Y | -20.4% | +36.9% | -57.3% | -30.3% |
| 3Y | +56.5% | +47.0% | +9.5% | +29.9% |
| 5Y | +56.8% | +63.1% | -6.4% | +22.7% |
| 10Y | +176.2% | +68.2% | +108.0% | +89.9% |
| All | +176.2% | +69.4% | +106.8% | +89.9% |
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