+229.3%
SAP vs GEN
+156.5%
+72.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +7.5% | +31.2% | -23.8% | -0.6% |
| 3M | +11.6% | +6.1% | +5.6% | +9.0% |
| 6M | +37.6% | +38.1% | -0.5% | +25.5% |
| YTD | -2.0% | +14.4% | -16.4% | -6.5% |
| 1Y | -6.4% | +15.1% | -21.5% | -10.9% |
| 3Y | +67.7% | +68.5% | -0.8% | +44.6% |
| 5Y | +75.7% | +35.8% | +39.9% | +56.3% |
| 10Y | +229.3% | +155.4% | +73.9% | +132.9% |
| All | +229.3% | +156.5% | +72.8% | +132.9% |
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