+222.9%
SAP vs PAAS
+178.0%
+44.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | +1.6% | +8.8% | -7.2% | +0.5% |
| 30D | +10.5% | -8.5% | +19.0% | +11.6% |
| 3M | +15.2% | -17.0% | +32.2% | +17.4% |
| 6M | +36.7% | -27.9% | +64.6% | +41.1% |
| YTD | -0.6% | -17.5% | +16.9% | 0.0% |
| 1Y | -4.1% | +22.8% | -27.0% | -8.8% |
| 3Y | +73.2% | +224.2% | -151.0% | +40.1% |
| 5Y | +74.1% | +73.6% | +0.5% | +49.2% |
| 10Y | +222.9% | +186.4% | +36.6% | +153.5% |
| All | +222.9% | +178.0% | +44.9% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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