+342.6%
SAP vs EW
+7,937.2%
-7,594.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.5% |
| 7D | -0.7% | +11.0% | -11.7% | -3.2% |
| 30D | +11.1% | +19.1% | -8.0% | +6.3% |
| 3M | +17.0% | +14.4% | +2.7% | +13.0% |
| 6M | +34.8% | +22.8% | +12.1% | +27.9% |
| YTD | -2.2% | +19.8% | -22.0% | -6.9% |
| 1Y | -6.4% | +23.9% | -30.3% | -11.7% |
| 3Y | +75.1% | +52.2% | +22.9% | +52.1% |
| 5Y | +69.8% | -13.9% | +83.7% | +67.3% |
| 10Y | +219.8% | +241.9% | -22.0% | +124.7% |
| All | +342.6% | +7,937.2% | -7,594.7% | +44.2% |
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