+176.2%
SAP vs FDS
+77.6%
+98.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.2% |
| 7D | -0.3% | -5.4% | +5.1% | +2.1% |
| 30D | +2.6% | +1.6% | +1.0% | +1.8% |
| 3M | +16.3% | +17.7% | -1.5% | +8.2% |
| 6M | +6.4% | +29.1% | -22.7% | -5.1% |
| YTD | -11.4% | +1.0% | -12.4% | -13.0% |
| 1Y | -20.4% | -21.6% | +1.2% | -14.0% |
| 3Y | +56.5% | -30.1% | +86.6% | +74.4% |
| 5Y | +56.8% | -20.7% | +77.5% | +62.5% |
| 10Y | +176.2% | +78.3% | +97.9% | +110.9% |
| All | +176.2% | +77.6% | +98.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling