+214.8%
SAP vs ROP
+196.0%
+18.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.5% |
| 7D | -0.7% | +2.1% | -2.8% | -1.9% |
| 30D | +11.1% | +32.9% | -21.8% | -6.0% |
| 3M | +17.0% | +20.3% | -3.3% | +4.8% |
| 6M | +34.8% | +36.8% | -1.9% | +12.4% |
| YTD | -2.2% | +8.1% | -10.3% | -7.7% |
| 1Y | -6.4% | +8.3% | -14.7% | -11.8% |
| 3Y | +75.1% | -3.2% | +78.4% | +74.8% |
| 5Y | +69.8% | +1.7% | +68.1% | +62.8% |
| All | +214.8% | +196.0% | +18.8% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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