+176.2%
SAP vs O
+50.0%
+126.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.6% | -2.0% | +4.5% | +3.2% |
| 3M | +16.3% | +3.0% | +13.3% | +15.3% |
| 6M | +6.4% | -3.6% | +10.0% | +7.5% |
| YTD | -11.4% | +12.1% | -23.5% | -14.9% |
| 1Y | -20.4% | +8.9% | -29.3% | -22.9% |
| 3Y | +56.5% | +30.3% | +26.2% | +41.1% |
| 5Y | +56.8% | +13.7% | +43.1% | +47.5% |
| 10Y | +176.2% | +50.3% | +125.9% | +139.5% |
| All | +176.2% | +50.0% | +126.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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