+56.8%
SAP vs DG
-37.3%
+94.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.2% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | +2.6% | +1.0% | +1.6% | +2.4% |
| 3M | +16.3% | +20.3% | -4.1% | +14.1% |
| 6M | +6.4% | -11.7% | +18.1% | +7.2% |
| YTD | -11.4% | -2.3% | -9.1% | -11.5% |
| 1Y | -20.4% | +20.0% | -40.4% | -21.9% |
| 3Y | +56.5% | +7.2% | +49.3% | +54.0% |
| 5Y | +56.8% | -37.9% | +94.7% | +68.3% |
| All | +56.8% | -37.3% | +94.0% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling