+80.7%
SAP vs ROP
+1.9%
+78.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | +6.5% | +28.8% | -22.3% | -9.4% |
| 3M | +12.2% | +21.1% | -8.8% | -0.8% |
| 6M | +46.1% | +52.5% | -6.5% | +12.3% |
| YTD | -1.6% | +8.9% | -10.5% | -8.0% |
| 1Y | -5.1% | +8.2% | -13.3% | -11.0% |
| 3Y | +68.4% | -5.2% | +73.5% | +69.7% |
| All | +80.7% | +1.9% | +78.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling