+214.8%
SAP vs IP
+26.3%
+188.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.4% |
| 7D | -0.7% | -5.1% | +4.4% | +0.7% |
| 30D | +11.1% | +8.5% | +2.6% | +8.4% |
| 3M | +17.0% | -13.8% | +30.9% | +21.6% |
| 6M | +34.8% | +5.7% | +29.1% | +31.3% |
| YTD | -2.2% | -9.1% | +6.9% | -1.5% |
| 1Y | -6.4% | -0.8% | -5.6% | -8.4% |
| 3Y | +75.1% | +14.8% | +60.3% | +55.4% |
| 5Y | +69.8% | -11.5% | +81.3% | +62.5% |
| All | +214.8% | +26.3% | +188.5% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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