+2,432.7%
SAP vs O
+3,567.8%
-1,135.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.9% |
| 7D | -0.7% | +3.7% | -4.4% | -1.9% |
| 30D | +11.1% | +11.2% | -0.1% | +7.1% |
| 3M | +17.0% | -4.0% | +21.0% | +18.6% |
| 6M | +34.8% | -5.2% | +40.1% | +37.2% |
| YTD | -2.2% | +9.5% | -11.7% | -5.8% |
| 1Y | -6.4% | +10.6% | -17.0% | -10.2% |
| 3Y | +75.1% | +38.1% | +37.0% | +53.5% |
| 5Y | +69.8% | +10.2% | +59.6% | +60.3% |
| 10Y | +219.8% | +71.4% | +148.4% | +143.6% |
| All | +2,432.7% | +3,567.8% | -1,135.1% | +547.0% |
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