+214.8%
SAP vs ROL
+216.1%
-1.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.5% |
| 7D | -0.7% | +9.5% | -10.2% | -3.3% |
| 30D | +11.1% | +22.9% | -11.8% | +4.5% |
| 3M | +17.0% | +3.5% | +13.5% | +15.6% |
| 6M | +34.8% | -29.4% | +64.2% | +48.4% |
| YTD | -2.2% | -36.1% | +33.8% | +10.2% |
| 1Y | -6.4% | -34.4% | +27.9% | +4.5% |
| 3Y | +75.1% | +4.0% | +71.1% | +66.9% |
| 5Y | +69.8% | +13.2% | +56.6% | +53.7% |
| All | +214.8% | +216.1% | -1.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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