+176.2%
SAP vs DRI
+350.3%
-174.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -0.3% | -1.2% | +1.0% | 0.0% |
| 30D | +2.6% | -0.4% | +3.0% | +2.5% |
| 3M | +16.3% | +9.5% | +6.7% | +13.6% |
| 6M | +6.4% | +6.5% | -0.1% | +4.3% |
| YTD | -11.4% | +18.4% | -29.8% | -15.6% |
| 1Y | -20.4% | +4.2% | -24.6% | -22.0% |
| 3Y | +56.5% | +57.1% | -0.6% | +37.2% |
| 5Y | +56.8% | +70.4% | -13.6% | +33.4% |
| 10Y | +176.2% | +354.0% | -177.8% | +94.7% |
| All | +176.2% | +350.3% | -174.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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