+171.9%
SAP vs GNRC
+448.8%
-277.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +1.1% | -15.7% | +16.8% | +3.9% |
| 3M | +26.1% | -27.3% | +53.4% | +31.7% |
| 6M | +9.8% | -12.1% | +21.8% | +9.2% |
| YTD | -13.6% | +37.1% | -50.7% | -22.5% |
| 1Y | -18.7% | -0.5% | -18.2% | -22.4% |
| 3Y | +54.1% | +61.5% | -7.4% | +27.7% |
| 5Y | +54.7% | -58.6% | +113.3% | +65.5% |
| All | +171.9% | +448.8% | -277.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GNRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling