+539.8%
SAP vs DG
+612.5%
-72.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +11.1% | +9.5% | +1.6% | +9.2% |
| 3M | +17.0% | +5.5% | +11.6% | +15.7% |
| 6M | +34.8% | +16.1% | +18.7% | +30.9% |
| YTD | -2.2% | +2.7% | -4.9% | -3.2% |
| 1Y | -6.4% | +42.1% | -48.5% | -12.6% |
| 3Y | +75.1% | +19.3% | +55.9% | +62.9% |
| 5Y | +69.8% | -35.3% | +105.2% | +78.2% |
| 10Y | +219.8% | +123.9% | +95.9% | +160.5% |
| All | +539.8% | +612.5% | -72.7% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling