+178.2%
SAP vs IP
+23.2%
+155.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -2.9% | -5.3% | +2.4% | -1.4% |
| 30D | +9.0% | -10.9% | +19.9% | +12.4% |
| 3M | +14.9% | +11.2% | +3.8% | +10.8% |
| 6M | +11.9% | -10.2% | +22.1% | +13.8% |
| YTD | -9.9% | -2.0% | -7.9% | -10.9% |
| 1Y | -19.5% | -19.1% | -0.4% | -16.1% |
| 3Y | +61.8% | +20.9% | +41.0% | +41.9% |
| 5Y | +56.2% | -17.8% | +74.0% | +54.3% |
| All | +178.2% | +23.2% | +155.1% | +122.4% |
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