+172.8%
SAP vs FND
+57.9%
+114.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +0.6% | -6.8% | +7.5% | +2.1% |
| 30D | +6.5% | +8.0% | -1.4% | +4.5% |
| 3M | +12.2% | -18.9% | +31.2% | +16.8% |
| 6M | +46.1% | +4.7% | +41.4% | +42.7% |
| YTD | -1.6% | -21.6% | +20.0% | +1.5% |
| 1Y | -5.1% | -22.0% | +16.9% | -2.1% |
| 3Y | +68.4% | -40.4% | +108.8% | +76.9% |
| 5Y | +79.4% | -63.8% | +143.2% | +101.6% |
| All | +172.8% | +57.9% | +114.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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