+80.7%
SAP vs P
+279.3%
-198.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +0.6% | +11.6% | -11.0% | -0.7% |
| 30D | +6.5% | -23.7% | +30.2% | +9.5% |
| 3M | +12.2% | -8.0% | +20.2% | +11.8% |
| 6M | +46.1% | +27.9% | +18.2% | +37.1% |
| YTD | -1.6% | +61.2% | -62.8% | -12.0% |
| 1Y | -5.1% | +28.6% | -33.7% | -13.0% |
| 3Y | +68.4% | +200.5% | -132.1% | +22.2% |
| All | +80.7% | +279.3% | -198.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling