+2,373.8%
SAP vs FDS
+9,502.8%
-7,129.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | +9.0% | +9.0% | 0.0% | +5.6% |
| 3M | +14.9% | +18.9% | -3.9% | +7.8% |
| 6M | +11.9% | +35.1% | -23.2% | -0.1% |
| YTD | -9.9% | +5.5% | -15.4% | -12.5% |
| 1Y | -19.5% | -16.8% | -2.7% | -15.8% |
| 3Y | +61.8% | -28.1% | +89.9% | +76.4% |
| 5Y | +56.2% | -17.4% | +73.6% | +60.3% |
| 10Y | +180.6% | +85.4% | +95.2% | +111.1% |
| All | +2,373.8% | +9,502.8% | -7,129.0% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling