+222.9%
SAP vs PWR
+1,915.1%
-1,692.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | -0.2% |
| 7D | +1.6% | -4.8% | +6.4% | +1.9% |
| 30D | +10.5% | -16.2% | +26.8% | +13.8% |
| 3M | +15.2% | -11.9% | +27.1% | +16.7% |
| 6M | +36.7% | -20.6% | +57.3% | +40.0% |
| YTD | -0.6% | +40.3% | -40.8% | -15.2% |
| 1Y | -4.1% | +33.0% | -37.2% | -17.1% |
| 3Y | +73.2% | +250.0% | -176.8% | +5.8% |
| 5Y | +74.1% | +404.2% | -330.1% | -8.4% |
| 10Y | +222.9% | +1,865.8% | -1,642.9% | +4.7% |
| All | +222.9% | +1,915.1% | -1,692.2% | +4.7% |
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