+2,542.1%
SAP vs IP
+141.9%
+2,400.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.7% |
| 7D | +4.0% | -5.0% | +9.0% | +5.7% |
| 30D | +15.7% | +6.5% | +9.2% | +13.2% |
| 3M | +23.4% | -18.0% | +41.4% | +30.8% |
| 6M | +41.3% | +10.3% | +31.0% | +35.1% |
| YTD | +2.0% | -9.9% | +11.9% | +2.9% |
| 1Y | -5.1% | -1.1% | -4.0% | -7.3% |
| 3Y | +82.1% | +13.0% | +69.1% | +63.0% |
| 5Y | +77.2% | -12.3% | +89.4% | +70.0% |
| 10Y | +233.6% | +26.8% | +206.8% | +167.9% |
| All | +2,542.1% | +141.9% | +2,400.2% | +1,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling