+222.9%
SAP vs EW
+236.4%
-13.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.9% |
| 7D | +1.6% | +12.3% | -10.7% | -1.9% |
| 30D | +10.5% | +22.9% | -12.3% | +3.8% |
| 3M | +15.2% | +16.7% | -1.5% | +9.6% |
| 6M | +36.7% | +31.0% | +5.7% | +25.7% |
| YTD | -0.6% | +22.8% | -23.4% | -7.1% |
| 1Y | -4.1% | +25.6% | -29.7% | -11.1% |
| 3Y | +73.2% | +62.0% | +11.3% | +40.9% |
| 5Y | +74.1% | -12.8% | +86.9% | +71.6% |
| 10Y | +222.9% | +239.8% | -16.9% | +135.4% |
| All | +222.9% | +236.4% | -13.4% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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