+329.5%
SAP vs FIVE
+868.1%
-538.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.8% |
| 7D | -2.9% | +4.3% | -7.2% | -3.7% |
| 30D | +9.0% | +12.5% | -3.5% | +6.5% |
| 3M | +14.9% | +31.2% | -16.3% | +9.1% |
| 6M | +11.9% | +14.4% | -2.5% | +8.1% |
| YTD | -9.9% | +33.9% | -43.8% | -15.5% |
| 1Y | -19.5% | +65.1% | -84.6% | -27.7% |
| 3Y | +61.8% | +49.0% | +12.8% | +40.9% |
| 5Y | +56.2% | +30.3% | +25.9% | +35.6% |
| 10Y | +180.6% | +481.1% | -300.5% | +89.2% |
| All | +329.5% | +868.1% | -538.7% | +170.5% |
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