+222.9%
SAP vs ROL
+222.1%
+0.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | +1.6% | +7.5% | -5.9% | -0.5% |
| 30D | +10.5% | +21.1% | -10.6% | +4.5% |
| 3M | +15.2% | +3.1% | +12.0% | +13.8% |
| 6M | +36.7% | -27.4% | +64.1% | +49.2% |
| YTD | -0.6% | -34.7% | +34.2% | +11.4% |
| 1Y | -4.1% | -32.9% | +28.8% | +6.4% |
| 3Y | +73.2% | +6.1% | +67.1% | +64.1% |
| 5Y | +74.1% | +16.3% | +57.8% | +56.2% |
| 10Y | +222.9% | +214.9% | +8.1% | +89.5% |
| All | +222.9% | +222.1% | +0.9% | +89.5% |
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