+75.7%
SAP vs M
+0.2%
+75.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -2.5% | -3.3% | +0.8% | -2.1% |
| 30D | +7.5% | +8.1% | -0.6% | +6.1% |
| 3M | +11.6% | +2.2% | +9.4% | +11.0% |
| 6M | +37.6% | +35.1% | +2.5% | +30.7% |
| YTD | -2.0% | +15.8% | -17.8% | -5.1% |
| 1Y | -6.4% | +25.8% | -32.2% | -10.7% |
| 3Y | +67.7% | +156.2% | -88.5% | +36.8% |
| 5Y | +75.7% | -2.4% | +78.1% | +60.7% |
| All | +75.7% | +0.2% | +75.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling