+74.1%
SAP vs FIVE
+19.1%
+55.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.8% |
| 7D | +1.6% | +6.2% | -4.6% | +0.6% |
| 30D | +10.5% | +18.2% | -7.6% | +7.5% |
| 3M | +15.2% | +3.8% | +11.3% | +14.1% |
| 6M | +36.7% | +13.7% | +23.0% | +32.8% |
| YTD | -0.6% | +34.7% | -35.3% | -6.6% |
| 1Y | -4.1% | +66.6% | -70.8% | -13.3% |
| 3Y | +73.2% | +44.3% | +29.0% | +55.1% |
| 5Y | +74.1% | +18.8% | +55.3% | +51.7% |
| All | +74.1% | +19.1% | +55.0% | +51.7% |
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