+70.8%
SAP vs DD
+58.5%
+12.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | -0.7% | +4.6% | -5.3% | -2.2% |
| 30D | +11.1% | +11.8% | -0.7% | +7.2% |
| 3M | +17.0% | +2.2% | +14.9% | +15.8% |
| 6M | +34.8% | -1.6% | +36.5% | +34.4% |
| YTD | -2.2% | +23.0% | -25.2% | -10.5% |
| 1Y | -6.4% | +26.9% | -33.4% | -15.4% |
| 3Y | +75.1% | +77.9% | -2.7% | +34.7% |
| All | +70.8% | +58.5% | +12.3% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling