+176.2%
SAP vs ROL
+203.4%
-27.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -0.9% |
| 7D | -0.3% | -3.4% | +3.2% | +0.8% |
| 30D | +2.6% | -6.9% | +9.5% | +4.7% |
| 3M | +16.3% | -24.6% | +40.9% | +26.0% |
| 6M | +6.4% | -39.5% | +45.9% | +22.6% |
| YTD | -11.4% | -41.1% | +29.7% | +2.4% |
| 1Y | -20.4% | -37.9% | +17.5% | -9.7% |
| 3Y | +56.5% | +0.8% | +55.7% | +50.0% |
| 5Y | +56.8% | -4.7% | +61.5% | +49.6% |
| 10Y | +176.2% | +207.9% | -31.7% | +76.4% |
| All | +176.2% | +203.4% | -27.2% | +76.4% |
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