+80.7%
SAP vs FIVE
+16.7%
+64.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +2.7% | -2.0% | +0.2% |
| 30D | +6.5% | +12.7% | -6.1% | +4.4% |
| 3M | +12.2% | +2.1% | +10.2% | +11.5% |
| 6M | +46.1% | +17.5% | +28.6% | +41.1% |
| YTD | -1.6% | +31.0% | -32.6% | -7.1% |
| 1Y | -5.1% | +67.7% | -72.9% | -14.3% |
| 3Y | +68.4% | +43.4% | +25.0% | +50.5% |
| All | +80.7% | +16.7% | +64.0% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling