+214.8%
SAP vs FIVE
+563.4%
-348.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +11.1% | +17.7% | -6.6% | +7.4% |
| 3M | +17.0% | +4.0% | +13.1% | +15.7% |
| 6M | +34.8% | +2.6% | +32.2% | +32.7% |
| YTD | -2.2% | +27.6% | -29.8% | -8.5% |
| 1Y | -6.4% | +59.9% | -66.4% | -16.7% |
| 3Y | +75.1% | +35.8% | +39.4% | +52.9% |
| 5Y | +69.8% | +14.4% | +55.4% | +49.1% |
| All | +214.8% | +563.4% | -348.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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