+161.4%
SAP vs IR
+334.1%
-172.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.9% | +4.2% | -8.1% | -5.2% |
| 30D | +6.5% | +8.1% | -1.5% | +3.5% |
| 3M | +14.7% | +0.7% | +14.0% | +13.9% |
| 6M | +39.9% | +16.6% | +23.3% | +31.8% |
| YTD | -2.0% | +7.8% | -9.7% | -6.7% |
| 1Y | -6.0% | +9.9% | -15.9% | -11.3% |
| 3Y | +67.7% | +25.2% | +42.5% | +47.5% |
| 5Y | +78.8% | +46.8% | +32.0% | +45.9% |
| All | +161.4% | +334.1% | -172.7% | +61.9% |
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