+78.8%
SAP vs EW
-7.9%
+86.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +4.9% | -8.8% | -5.1% |
| 30D | +6.5% | +24.1% | -17.6% | +0.7% |
| 3M | +14.7% | +13.7% | +0.9% | +10.7% |
| 6M | +39.9% | +32.7% | +7.2% | +30.1% |
| YTD | -2.0% | +24.1% | -26.1% | -7.6% |
| 1Y | -6.0% | +23.6% | -29.6% | -11.4% |
| 3Y | +67.7% | +64.8% | +2.9% | +38.4% |
| 5Y | +78.8% | -8.8% | +87.6% | +76.7% |
| All | +78.8% | -7.9% | +86.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling