+113.3%
SAP vs DT
+73.5%
+39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | -2.5% | -5.4% | +3.0% | -1.0% |
| 30D | +7.5% | -32.2% | +39.7% | +19.8% |
| 3M | +11.6% | -10.9% | +22.6% | +14.5% |
| 6M | +37.6% | +10.0% | +27.7% | +32.1% |
| YTD | -2.0% | +2.1% | -4.0% | -4.1% |
| 1Y | -6.4% | -5.5% | -0.9% | -6.6% |
| 3Y | +67.7% | -12.4% | +80.1% | +68.1% |
| 5Y | +75.7% | -39.7% | +115.4% | +84.4% |
| All | +113.3% | +73.5% | +39.9% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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