+81.3%
SAP vs S
-48.3%
+129.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | +7.5% | -7.3% | +14.8% | +8.4% |
| 3M | +11.6% | +5.9% | +5.8% | +9.4% |
| 6M | +37.6% | +45.6% | -8.0% | +27.1% |
| YTD | -2.0% | +58.5% | -60.5% | -11.0% |
| 1Y | -6.4% | +37.6% | -44.0% | -13.4% |
| 3Y | +67.7% | +51.7% | +16.0% | +49.2% |
| 5Y | +75.7% | -67.5% | +143.2% | +75.3% |
| All | +81.3% | -48.3% | +129.6% | +74.6% |
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