+235.4%
SAP vs FDS
+127.0%
+108.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -3.9% | -2.6% | -1.3% | -2.8% |
| 30D | +6.5% | +14.1% | -7.5% | +0.5% |
| 3M | +14.7% | +19.8% | -5.1% | +5.4% |
| 6M | +39.9% | +55.0% | -15.0% | +15.2% |
| YTD | -2.0% | +15.9% | -17.9% | -9.8% |
| 1Y | -6.0% | +24.2% | -30.2% | -16.3% |
| 3Y | +67.7% | -24.0% | +91.7% | +79.6% |
| 5Y | +78.8% | -23.3% | +102.1% | +87.7% |
| All | +235.4% | +127.0% | +108.4% | +132.9% |
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 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