+224.0%
SAP vs MAR
+528.1%
-304.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.4% |
| 7D | +1.5% | +2.9% | -1.4% | +0.6% |
| 30D | +8.8% | +17.0% | -8.2% | +3.4% |
| 3M | +12.1% | +23.2% | -11.1% | +4.7% |
| 6M | +34.6% | +21.7% | +12.8% | +25.9% |
| YTD | -2.1% | +38.9% | -41.0% | -12.7% |
| 1Y | -5.5% | +48.7% | -54.2% | -17.8% |
| 3Y | +67.4% | +122.9% | -55.5% | +26.1% |
| 5Y | +74.6% | +177.5% | -102.9% | +21.0% |
| 10Y | +224.0% | +537.5% | -313.5% | +90.3% |
| All | +224.0% | +528.1% | -304.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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