+92.7%
SAP vs DT
+97.2%
-4.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | -0.3% | -4.9% | +4.6% | +1.2% |
| 30D | +2.6% | +2.7% | -0.1% | +1.7% |
| 3M | +16.3% | +20.0% | -3.7% | +9.8% |
| 6M | +6.4% | +28.0% | -21.6% | -1.8% |
| YTD | -11.4% | +16.0% | -27.5% | -15.9% |
| 1Y | -20.4% | +0.7% | -21.1% | -21.6% |
| 3Y | +56.5% | +6.2% | +50.3% | +49.6% |
| 5Y | +56.8% | -28.1% | +84.9% | +57.3% |
| All | +92.7% | +97.2% | -4.5% | +41.0% |
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