+77.2%
SAP vs IP
-12.5%
+89.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.3% |
| 7D | +4.0% | -5.0% | +9.0% | +5.2% |
| 30D | +15.7% | +6.5% | +9.2% | +14.0% |
| 3M | +23.4% | -18.0% | +41.4% | +28.6% |
| 6M | +41.3% | +10.3% | +31.0% | +37.2% |
| YTD | +2.0% | -9.9% | +11.9% | +3.2% |
| 1Y | -5.1% | -1.1% | -4.0% | -6.2% |
| 3Y | +82.1% | +13.0% | +69.1% | +64.4% |
| 5Y | +77.2% | -12.3% | +89.4% | +71.3% |
| All | +77.2% | -12.5% | +89.6% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling