+70.8%
SAP vs MAR
+155.0%
-84.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -0.7% | +4.3% | -5.0% | -2.3% |
| 30D | +11.1% | +16.8% | -5.7% | +4.7% |
| 3M | +17.0% | +16.0% | +1.0% | +10.4% |
| 6M | +34.8% | +16.5% | +18.4% | +26.6% |
| YTD | -2.2% | +35.0% | -37.3% | -14.1% |
| 1Y | -6.4% | +49.4% | -55.8% | -21.4% |
| 3Y | +75.1% | +124.1% | -48.9% | +20.3% |
| All | +70.8% | +155.0% | -84.3% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling