+83.9%
SAP vs S
-48.9%
+132.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.3% |
| 7D | +1.6% | +1.6% | +0.1% | +1.2% |
| 30D | +10.5% | -10.5% | +21.0% | +12.3% |
| 3M | +15.2% | +9.9% | +5.3% | +12.1% |
| 6M | +36.7% | +41.8% | -5.1% | +26.8% |
| YTD | -0.6% | +56.8% | -57.4% | -9.6% |
| 1Y | -4.1% | +39.0% | -43.1% | -11.4% |
| 3Y | +73.2% | +53.8% | +19.4% | +53.9% |
| 5Y | +74.1% | -68.6% | +142.7% | +74.3% |
| All | +83.9% | -48.9% | +132.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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