+386.2%
SAP vs FIVE
+826.1%
-439.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.7% | +2.2% |
| 7D | +4.0% | -1.7% | +5.8% | +4.3% |
| 30D | +15.7% | +14.9% | +0.8% | +12.8% |
| 3M | +23.4% | +7.6% | +15.8% | +21.4% |
| 6M | +41.3% | +6.4% | +34.9% | +38.4% |
| YTD | +2.0% | +28.1% | -26.1% | -3.8% |
| 1Y | -5.1% | +54.7% | -59.8% | -13.6% |
| 3Y | +82.1% | +36.1% | +46.1% | +61.3% |
| 5Y | +77.2% | +14.9% | +62.3% | +57.5% |
| 10Y | +233.6% | +578.8% | -345.2% | +122.3% |
| All | +386.2% | +826.1% | -439.9% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling