+116.4%
SAP vs DT
+72.4%
+43.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +1.6% | -20.2% | +21.9% | +8.1% |
| 30D | +10.5% | -30.8% | +41.3% | +22.5% |
| 3M | +15.2% | -10.2% | +25.4% | +17.8% |
| 6M | +36.7% | +8.0% | +28.6% | +31.8% |
| YTD | -0.6% | +1.5% | -2.0% | -2.6% |
| 1Y | -4.1% | -6.9% | +2.7% | -3.9% |
| 3Y | +73.2% | -10.9% | +84.1% | +72.9% |
| 5Y | +74.1% | -42.2% | +116.3% | +84.7% |
| All | +116.4% | +72.4% | +43.9% | +63.3% |
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