+430.7%
SAP vs PSLV
+115.4%
+315.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | -0.3% | +2.7% | -2.9% | -0.6% |
| 30D | +2.6% | +3.5% | -0.9% | +2.1% |
| 3M | +16.3% | +0.3% | +16.0% | +15.9% |
| 6M | +6.4% | -21.0% | +27.4% | +9.0% |
| YTD | -11.4% | -8.9% | -2.5% | -13.1% |
| 1Y | -20.4% | +54.0% | -74.4% | -29.0% |
| 3Y | +56.5% | +175.4% | -118.9% | +25.4% |
| 5Y | +56.8% | +157.7% | -100.9% | +25.7% |
| 10Y | +176.2% | +184.9% | -8.7% | +112.6% |
| All | +430.7% | +115.4% | +315.3% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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