+307.8%
SAP vs EW
+6,974.1%
-6,666.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +9.0% | +1.0% | +8.0% | +8.7% |
| 3M | +14.9% | +2.8% | +12.1% | +14.1% |
| 6M | +11.9% | +5.5% | +6.4% | +10.3% |
| YTD | -9.9% | +5.5% | -15.4% | -11.3% |
| 1Y | -19.5% | +11.0% | -30.6% | -21.9% |
| 3Y | +61.8% | +17.7% | +44.1% | +49.7% |
| 5Y | +56.2% | -25.7% | +81.9% | +59.6% |
| 10Y | +180.6% | +132.8% | +47.8% | +114.5% |
| All | +307.8% | +6,974.1% | -6,666.3% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling