+182.2%
SAP vs DG
+108.0%
+74.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | +2.6% | +1.0% | +1.6% | +2.3% |
| 3M | +16.3% | +20.3% | -4.1% | +12.5% |
| 6M | +6.4% | -11.7% | +18.1% | +8.2% |
| YTD | -11.4% | -2.3% | -9.1% | -11.4% |
| 1Y | -20.4% | +20.0% | -40.4% | -23.3% |
| 3Y | +56.5% | +7.2% | +49.3% | +49.1% |
| 5Y | +56.8% | -37.9% | +94.7% | +69.7% |
| All | +182.2% | +108.0% | +74.2% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling