+222.9%
SAP vs P
+748.5%
-525.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.7% |
| 7D | +1.6% | -9.6% | +11.2% | +2.9% |
| 30D | +10.5% | -33.4% | +44.0% | +17.2% |
| 3M | +15.2% | +14.2% | +1.0% | +9.9% |
| 6M | +36.7% | +31.6% | +5.1% | +24.9% |
| YTD | -0.6% | +53.5% | -54.0% | -12.6% |
| 1Y | -4.1% | +14.2% | -18.3% | -12.0% |
| 3Y | +73.2% | +190.5% | -117.3% | +22.2% |
| 5Y | +74.1% | +256.3% | -182.2% | +13.8% |
| 10Y | +222.9% | +707.9% | -484.9% | +72.3% |
| All | +222.9% | +748.5% | -525.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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