+224.0%
SAP vs M
-3.0%
+227.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | +1.5% | +5.0% | -3.5% | +0.8% |
| 30D | +8.8% | +10.6% | -1.8% | +7.4% |
| 3M | +12.1% | +1.6% | +10.5% | +11.6% |
| 6M | +34.6% | +30.8% | +3.7% | +29.5% |
| YTD | -2.1% | +16.9% | -19.0% | -4.8% |
| 1Y | -5.5% | +26.3% | -31.8% | -9.1% |
| 3Y | +67.4% | +158.6% | -91.2% | +43.7% |
| 5Y | +74.6% | +2.1% | +72.5% | +62.0% |
| 10Y | +224.0% | -4.3% | +228.4% | +158.5% |
| All | +224.0% | -3.0% | +227.1% | +158.5% |
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