+330.2%
SAP vs P
+449.6%
-119.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.4% | +17.9% | +4.1% |
| 7D | +4.0% | -31.9% | +35.9% | +10.1% |
| 30D | +15.7% | -36.5% | +52.2% | +23.4% |
| 3M | +23.4% | +11.6% | +11.8% | +18.4% |
| 6M | +41.3% | +25.2% | +16.1% | +30.5% |
| YTD | +2.0% | +39.4% | -37.4% | -8.4% |
| 1Y | -5.1% | -3.7% | -1.4% | -9.9% |
| 3Y | +82.1% | +167.3% | -85.1% | +33.2% |
| 5Y | +77.2% | +237.3% | -160.2% | +20.2% |
| 10Y | +233.6% | +698.6% | -465.0% | +84.9% |
| All | +330.2% | +449.6% | -119.4% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling