+236.6%
SAP vs PWR
+1,844.4%
-1,607.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +0.6% | +11.3% | -10.7% | -1.7% |
| 30D | +6.5% | -8.9% | +15.4% | +7.6% |
| 3M | +12.2% | -10.5% | +22.7% | +13.3% |
| 6M | +46.1% | -22.2% | +68.2% | +50.8% |
| YTD | -1.6% | +42.7% | -44.4% | -16.4% |
| 1Y | -5.1% | +41.1% | -46.2% | -19.3% |
| 3Y | +68.4% | +242.7% | -174.4% | +3.5% |
| 5Y | +79.4% | +418.5% | -339.1% | -6.5% |
| All | +236.6% | +1,844.4% | -1,607.9% | +7.1% |
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