+224.0%
SAP vs RF
+248.4%
-24.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +8.8% | +6.2% | +2.6% | +7.1% |
| 3M | +12.1% | -7.8% | +19.9% | +14.5% |
| 6M | +34.6% | +5.9% | +28.6% | +32.3% |
| YTD | -2.1% | +9.0% | -11.1% | -5.0% |
| 1Y | -5.5% | +19.3% | -24.8% | -10.7% |
| 3Y | +67.4% | +116.4% | -49.0% | +31.1% |
| 5Y | +74.6% | +46.0% | +28.5% | +49.6% |
| 10Y | +224.0% | +239.8% | -15.8% | +127.4% |
| All | +224.0% | +248.4% | -24.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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