+747.2%
SAP vs MAR
+2,498.9%
-1,751.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -4.2% | +1.2% | -1.3% |
| 30D | +9.0% | -6.7% | +15.7% | +11.8% |
| 3M | +14.9% | -12.5% | +27.4% | +20.6% |
| 6M | +11.9% | +0.6% | +11.3% | +10.9% |
| YTD | -9.9% | +9.1% | -19.0% | -13.9% |
| 1Y | -19.5% | +26.2% | -45.7% | -27.7% |
| 3Y | +61.8% | +68.2% | -6.3% | +28.2% |
| 5Y | +56.2% | +163.9% | -107.7% | +1.6% |
| 10Y | +180.6% | +420.6% | -239.9% | +24.8% |
| All | +747.2% | +2,498.9% | -1,751.8% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling