+179.0%
SAP vs PSX
+377.2%
-198.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +0.3% | +21.6% | -21.4% | -3.6% |
| 3M | +16.9% | +46.5% | -29.6% | +7.9% |
| 6M | +6.3% | +62.0% | -55.7% | -4.1% |
| YTD | -12.4% | +106.3% | -118.7% | -25.2% |
| 1Y | -21.6% | +103.0% | -124.6% | -33.0% |
| 3Y | +54.8% | +135.5% | -80.8% | +25.2% |
| 5Y | +56.2% | +368.5% | -312.3% | +3.8% |
| 10Y | +179.0% | +386.6% | -207.5% | +65.9% |
| All | +179.0% | +377.2% | -198.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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