+2,233.8%
SAP vs M
+213.8%
+2,019.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -2.9% | +4.7% | -7.6% | -3.9% |
| 30D | +9.0% | -9.6% | +18.7% | +11.3% |
| 3M | +14.9% | +0.9% | +14.1% | +14.1% |
| 6M | +11.9% | +22.3% | -10.4% | +6.1% |
| YTD | -9.9% | +6.5% | -16.4% | -12.4% |
| 1Y | -19.5% | +38.8% | -58.3% | -26.5% |
| 3Y | +61.8% | +115.9% | -54.1% | +26.9% |
| 5Y | +56.2% | +28.6% | +27.5% | +27.9% |
| 10Y | +180.6% | -2.5% | +183.1% | +101.3% |
| All | +2,233.8% | +213.8% | +2,019.9% | +772.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling