+222.9%
SAP vs FDS
+135.1%
+87.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.6% | -5.0% | +6.6% | +3.9% |
| 30D | +10.5% | +13.8% | -3.2% | +4.4% |
| 3M | +15.2% | +14.8% | +0.3% | +7.8% |
| 6M | +36.7% | +47.4% | -10.7% | +14.9% |
| YTD | -0.6% | +14.2% | -14.7% | -7.9% |
| 1Y | -4.1% | +26.6% | -30.8% | -15.3% |
| 3Y | +73.2% | -24.4% | +97.7% | +86.0% |
| 5Y | +74.1% | -22.6% | +96.8% | +82.0% |
| 10Y | +222.9% | +130.0% | +93.0% | +126.8% |
| All | +222.9% | +135.1% | +87.8% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling