+222.9%
SAP vs GEN
+166.9%
+56.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +10.5% | +28.2% | -17.6% | +2.9% |
| 3M | +15.2% | +2.6% | +12.6% | +13.5% |
| 6M | +36.7% | +32.7% | +4.0% | +26.1% |
| YTD | -0.6% | +11.3% | -11.8% | -4.5% |
| 1Y | -4.1% | +17.9% | -22.1% | -9.2% |
| 3Y | +73.2% | +66.3% | +6.9% | +50.1% |
| 5Y | +74.1% | +31.7% | +42.4% | +56.2% |
| 10Y | +222.9% | +150.0% | +72.9% | +129.9% |
| All | +222.9% | +166.9% | +56.1% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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