+222.9%
SAP vs DG
+128.5%
+94.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +1.6% | +0.7% | +1.0% | +1.5% |
| 30D | +10.5% | +7.4% | +3.1% | +9.0% |
| 3M | +15.2% | +8.5% | +6.7% | +13.2% |
| 6M | +36.7% | +21.9% | +14.8% | +31.6% |
| YTD | -0.6% | +4.9% | -5.5% | -2.0% |
| 1Y | -4.1% | +40.4% | -44.5% | -10.1% |
| 3Y | +73.2% | +23.5% | +49.8% | +60.1% |
| 5Y | +74.1% | -32.3% | +106.4% | +85.1% |
| 10Y | +222.9% | +119.3% | +103.6% | +178.0% |
| All | +222.9% | +128.5% | +94.5% | +178.0% |
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