+161.4%
SAP vs IR
+332.9%
-171.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.5% | +1.1% | -3.5% | -2.9% |
| 30D | +7.5% | +7.6% | -0.1% | +4.6% |
| 3M | +11.6% | +0.1% | +11.6% | +11.1% |
| 6M | +37.6% | +14.0% | +23.7% | +30.6% |
| YTD | -2.0% | +7.5% | -9.4% | -6.7% |
| 1Y | -6.4% | +10.1% | -16.5% | -11.7% |
| 3Y | +67.7% | +24.9% | +42.9% | +47.7% |
| 5Y | +75.7% | +46.9% | +28.9% | +43.4% |
| All | +161.4% | +332.9% | -171.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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