+222.9%
SAP vs M
+3.7%
+219.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +0.7% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | +10.5% | +10.1% | +0.5% | +9.2% |
| 3M | +15.2% | -0.9% | +16.1% | +15.1% |
| 6M | +36.7% | +30.2% | +6.5% | +31.7% |
| YTD | -0.6% | +16.3% | -16.9% | -3.2% |
| 1Y | -4.1% | +27.0% | -31.1% | -7.8% |
| 3Y | +73.2% | +154.5% | -81.2% | +49.0% |
| 5Y | +74.1% | -1.1% | +75.2% | +62.1% |
| 10Y | +222.9% | +0.5% | +222.4% | +156.2% |
| All | +222.9% | +3.7% | +219.2% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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