+222.9%
SAP vs ROP
+189.6%
+33.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +1.6% | -1.6% | +3.3% | +2.6% |
| 30D | +10.5% | +29.5% | -19.0% | -5.1% |
| 3M | +15.2% | +17.5% | -2.4% | +4.5% |
| 6M | +36.7% | +38.1% | -1.4% | +13.3% |
| YTD | -0.6% | +7.0% | -7.5% | -5.5% |
| 1Y | -4.1% | +6.5% | -10.7% | -8.8% |
| 3Y | +73.2% | -5.5% | +78.7% | +75.2% |
| 5Y | +74.1% | -0.4% | +74.5% | +68.8% |
| 10Y | +222.9% | +183.6% | +39.3% | +107.3% |
| All | +222.9% | +189.6% | +33.3% | +107.3% |
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