+2,233.8%
SAP vs O
+3,668.3%
-1,434.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +9.0% | -1.9% | +10.9% | +9.7% |
| 3M | +14.9% | +3.8% | +11.1% | +13.5% |
| 6M | +11.9% | -4.7% | +16.6% | +13.6% |
| YTD | -9.9% | +12.5% | -22.4% | -14.0% |
| 1Y | -19.5% | +10.8% | -30.4% | -22.8% |
| 3Y | +61.8% | +28.8% | +33.0% | +45.2% |
| 5Y | +56.2% | +13.2% | +43.0% | +46.0% |
| 10Y | +180.6% | +53.5% | +127.2% | +122.2% |
| All | +2,233.8% | +3,668.3% | -1,434.6% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling