+235.4%
SAP vs PSX
+364.5%
-129.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -3.9% | +6.4% | -10.3% | -5.0% |
| 30D | +6.5% | -10.2% | +16.7% | +8.5% |
| 3M | +14.7% | +17.2% | -2.5% | +10.6% |
| 6M | +39.9% | +51.8% | -11.8% | +27.9% |
| YTD | -2.0% | +108.0% | -110.0% | -16.6% |
| 1Y | -6.0% | +96.1% | -102.1% | -19.1% |
| 3Y | +67.7% | +155.9% | -88.2% | +33.0% |
| 5Y | +78.8% | +306.9% | -228.1% | +23.4% |
| All | +235.4% | +364.5% | -129.2% | +108.0% |
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