+229.3%
SAP vs PAAS
+183.5%
+45.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.9% |
| 30D | +7.5% | -13.9% | +21.4% | +9.3% |
| 3M | +11.6% | -23.8% | +35.4% | +15.0% |
| 6M | +37.6% | -36.4% | +74.0% | +44.4% |
| YTD | -2.0% | -23.4% | +21.4% | -0.5% |
| 1Y | -6.4% | +5.6% | -12.0% | -9.2% |
| 3Y | +67.7% | +209.7% | -142.0% | +36.5% |
| 5Y | +75.7% | +55.6% | +20.2% | +52.7% |
| 10Y | +229.3% | +212.2% | +17.1% | +159.8% |
| All | +229.3% | +183.5% | +45.8% | +159.8% |
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