+56.4%
SAP vs DD
+61.3%
-4.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.9% |
| 30D | +9.0% | -10.3% | +19.3% | +12.5% |
| 3M | +14.9% | -7.5% | +22.5% | +17.4% |
| 6M | +11.9% | -8.0% | +19.9% | +13.6% |
| YTD | -9.9% | +10.5% | -20.4% | -14.5% |
| 1Y | -19.5% | +38.3% | -57.8% | -29.7% |
| 3Y | +61.8% | +42.5% | +19.3% | +36.2% |
| All | +56.4% | +61.3% | -4.9% | +20.2% |
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