+214.8%
SAP vs PWR
+1,832.8%
-1,618.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -5.4% |
| 7D | -0.7% | -12.9% | +12.2% | +1.5% |
| 30D | +11.1% | -22.8% | +33.9% | +16.3% |
| 3M | +17.0% | -19.0% | +36.0% | +20.7% |
| 6M | +34.8% | -31.1% | +65.9% | +42.8% |
| YTD | -2.2% | +28.2% | -30.5% | -14.9% |
| 1Y | -6.4% | +22.2% | -28.7% | -17.6% |
| 3Y | +75.1% | +222.1% | -147.0% | +9.0% |
| 5Y | +69.8% | +364.1% | -294.2% | -8.8% |
| All | +214.8% | +1,832.8% | -1,618.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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