+489.5%
SAP vs DG
+606.1%
-116.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.9% | +8.4% | -11.3% | -4.4% |
| 30D | +9.0% | +4.9% | +4.1% | +8.0% |
| 3M | +14.9% | +29.3% | -14.4% | +9.7% |
| 6M | +11.9% | -11.3% | +23.2% | +13.8% |
| YTD | -9.9% | +1.8% | -11.7% | -10.6% |
| 1Y | -19.5% | +25.3% | -44.9% | -23.2% |
| 3Y | +61.8% | +9.1% | +52.7% | +53.3% |
| 5Y | +56.2% | -34.9% | +91.0% | +63.6% |
| 10Y | +180.6% | +108.2% | +72.5% | +131.8% |
| All | +489.5% | +606.1% | -116.6% | +261.7% |
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