+177.0%
SAP vs GEN
+158.5%
+18.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | +9.0% | +10.1% | -1.1% | +6.1% |
| 3M | +14.9% | +16.1% | -1.1% | +10.5% |
| 6M | +11.9% | +38.9% | -27.0% | +2.5% |
| YTD | -9.9% | +14.4% | -24.3% | -13.4% |
| 1Y | -19.5% | +5.9% | -25.4% | -21.3% |
| 3Y | +61.8% | +58.8% | +3.0% | +42.5% |
| 5Y | +56.2% | +24.7% | +31.5% | +42.5% |
| All | +177.0% | +158.5% | +18.5% | +105.0% |
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