+224.0%
SAP vs DG
+119.6%
+104.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +1.5% | +5.2% | -3.7% | +0.5% |
| 30D | +8.8% | +7.9% | +0.9% | +7.2% |
| 3M | +12.1% | +12.7% | -0.6% | +9.4% |
| 6M | +34.6% | +22.4% | +12.1% | +29.4% |
| YTD | -2.1% | +5.4% | -7.5% | -3.6% |
| 1Y | -5.5% | +39.4% | -44.9% | -11.4% |
| 3Y | +67.4% | +24.1% | +43.3% | +54.5% |
| 5Y | +74.6% | -32.2% | +106.7% | +85.6% |
| 10Y | +224.0% | +111.8% | +112.2% | +177.2% |
| All | +224.0% | +119.6% | +104.5% | +177.2% |
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