+2,542.1%
SAP vs M
+232.2%
+2,309.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.3% | +2.7% |
| 7D | +4.0% | -2.1% | +6.2% | +4.4% |
| 30D | +15.7% | +7.7% | +8.0% | +13.7% |
| 3M | +23.4% | -4.4% | +27.8% | +24.2% |
| 6M | +41.3% | +27.5% | +13.8% | +32.7% |
| YTD | +2.0% | +12.8% | -10.8% | -2.3% |
| 1Y | -5.1% | +20.7% | -25.8% | -10.6% |
| 3Y | +82.1% | +111.3% | -29.2% | +43.6% |
| 5Y | +77.2% | -6.3% | +83.5% | +57.4% |
| 10Y | +233.6% | +1.5% | +232.2% | +137.3% |
| All | +2,542.1% | +232.2% | +2,309.9% | +873.6% |
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