-5.9%
SAP vs DG
+45.3%
-51.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | +1.7% |
| 7D | +1.3% | +12.3% | -10.9% | -2.2% |
| 30D | +15.5% | +19.3% | -3.7% | +9.4% |
| 3M | +22.8% | +11.9% | +10.9% | +18.2% |
| 6M | +42.5% | +25.0% | +17.5% | +33.4% |
| YTD | +0.5% | +8.7% | -8.2% | -2.9% |
| 1Y | -5.9% | +44.7% | -50.6% | -14.3% |
| All | -5.9% | +45.3% | -51.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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