+2,432.7%
SAP vs GEN
+2,063.3%
+369.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | -0.7% | +2.3% | -2.9% | -1.3% |
| 30D | +11.1% | +33.1% | -22.0% | +1.7% |
| 3M | +17.0% | +6.5% | +10.6% | +13.7% |
| 6M | +34.8% | +53.8% | -19.0% | +17.8% |
| YTD | -2.2% | +11.2% | -13.4% | -6.2% |
| 1Y | -6.4% | +19.4% | -25.8% | -12.1% |
| 3Y | +75.1% | +81.0% | -5.9% | +43.8% |
| 5Y | +69.8% | +33.4% | +36.4% | +48.7% |
| 10Y | +219.8% | +164.3% | +55.5% | +112.6% |
| All | +2,432.7% | +2,063.3% | +369.4% | +683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling