+70.8%
SAP vs GEN
+32.5%
+38.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | -0.7% | +2.3% | -2.9% | -1.4% |
| 30D | +11.1% | +33.1% | -22.0% | +0.4% |
| 3M | +17.0% | +6.5% | +10.6% | +13.7% |
| 6M | +34.8% | +53.8% | -19.0% | +16.1% |
| YTD | -2.2% | +11.2% | -13.4% | -7.1% |
| 1Y | -6.4% | +19.4% | -25.8% | -12.9% |
| 3Y | +75.1% | +81.0% | -5.9% | +44.5% |
| All | +70.8% | +32.5% | +38.3% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling