+80.8%
SAP vs S
-52.7%
+133.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.4% |
| 7D | -0.7% | -13.4% | +12.8% | +1.8% |
| 30D | +11.1% | -14.0% | +25.1% | +13.7% |
| 3M | +17.0% | +4.9% | +12.2% | +14.9% |
| 6M | +34.8% | +42.0% | -7.2% | +25.1% |
| YTD | -2.2% | +45.1% | -47.4% | -9.8% |
| 1Y | -6.4% | +33.1% | -39.5% | -12.8% |
| 3Y | +75.1% | +40.6% | +34.5% | +58.1% |
| 5Y | +69.8% | -67.5% | +137.3% | +71.0% |
| All | +80.8% | -52.7% | +133.5% | +76.9% |
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