+77.2%
SAP vs RF
+42.4%
+34.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +4.0% | -1.6% | +5.7% | +4.5% |
| 30D | +15.7% | +5.0% | +10.7% | +14.1% |
| 3M | +23.4% | -10.0% | +33.4% | +26.8% |
| 6M | +41.3% | +3.3% | +37.9% | +39.8% |
| YTD | +2.0% | +7.9% | -5.9% | -0.8% |
| 1Y | -5.1% | +21.2% | -26.3% | -10.8% |
| 3Y | +82.1% | +105.8% | -23.7% | +41.9% |
| 5Y | +77.2% | +43.7% | +33.4% | +53.0% |
| All | +77.2% | +42.4% | +34.7% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling