+177.0%
SAP vs ROP
+140.4%
+36.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +1.2% |
| 7D | -2.9% | -4.4% | +1.5% | -0.3% |
| 30D | +9.0% | +3.2% | +5.8% | +7.1% |
| 3M | +14.9% | +23.1% | -8.1% | +2.2% |
| 6M | +11.9% | +13.3% | -1.4% | +4.2% |
| YTD | -9.9% | -7.9% | -2.1% | -6.3% |
| 1Y | -19.5% | -22.1% | +2.5% | -8.2% |
| 3Y | +61.8% | -16.8% | +78.6% | +76.9% |
| 5Y | +56.2% | -13.5% | +69.7% | +64.9% |
| All | +177.0% | +140.4% | +36.6% | +81.8% |
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