+56.4%
SAP vs MOD
+1,486.5%
-1,430.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | -2.9% | +9.6% | -12.5% | -3.7% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | +14.9% | -35.4% | +50.3% | +18.9% |
| 6M | +11.9% | -7.3% | +19.2% | +10.0% |
| YTD | -9.9% | +45.8% | -55.7% | -17.4% |
| 1Y | -19.5% | +43.1% | -62.7% | -26.8% |
| 3Y | +61.8% | +297.7% | -235.9% | +15.1% |
| All | +56.4% | +1,486.5% | -1,430.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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