+2,233.8%
SAP vs RF
+405.5%
+1,828.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | -3.6% | +12.6% | +9.8% |
| 3M | +14.9% | +8.1% | +6.9% | +13.0% |
| 6M | +11.9% | +11.5% | +0.4% | +9.0% |
| YTD | -9.9% | +15.6% | -25.5% | -13.1% |
| 1Y | -19.5% | +15.7% | -35.2% | -22.5% |
| 3Y | +61.8% | +86.9% | -25.1% | +37.9% |
| 5Y | +56.2% | +89.8% | -33.6% | +30.8% |
| 10Y | +180.6% | +344.7% | -164.1% | +84.9% |
| All | +2,233.8% | +405.5% | +1,828.3% | +1,202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling