+235.4%
SAP vs MAR
+531.5%
-296.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -3.9% | +1.8% | -5.7% | -4.4% |
| 30D | +6.5% | +14.3% | -7.8% | +2.0% |
| 3M | +14.7% | +20.0% | -5.4% | +8.0% |
| 6M | +39.9% | +21.7% | +18.2% | +30.8% |
| YTD | -2.0% | +37.7% | -39.7% | -12.4% |
| 1Y | -6.0% | +46.8% | -52.8% | -17.9% |
| 3Y | +67.7% | +121.0% | -53.4% | +26.4% |
| 5Y | +78.8% | +183.1% | -104.3% | +23.0% |
| All | +235.4% | +531.5% | -296.1% | +79.0% |
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