+178.2%
SAP vs M
-2.2%
+180.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.9% | +4.7% | -7.6% | -3.5% |
| 30D | +9.0% | -9.6% | +18.7% | +10.3% |
| 3M | +14.9% | +0.9% | +14.1% | +14.5% |
| 6M | +11.9% | +22.3% | -10.4% | +8.6% |
| YTD | -9.9% | +6.5% | -16.4% | -11.2% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.5% |
| 3Y | +61.8% | +115.9% | -54.1% | +41.9% |
| 5Y | +56.2% | +28.6% | +27.5% | +41.5% |
| All | +178.2% | -2.2% | +180.4% | +120.0% |
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