+81.9%
SAP vs S
-51.7%
+133.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.6% | +2.0% | -1.4% | +0.2% |
| 30D | +6.5% | -2.7% | +9.3% | +6.6% |
| 3M | +12.2% | -6.9% | +19.1% | +12.5% |
| 6M | +46.1% | +38.1% | +8.0% | +36.1% |
| YTD | -1.6% | +48.0% | -49.6% | -9.7% |
| 1Y | -5.1% | +34.5% | -39.6% | -11.8% |
| 3Y | +68.4% | +38.3% | +30.0% | +52.1% |
| 5Y | +79.4% | -70.9% | +150.3% | +81.7% |
| All | +81.9% | -51.7% | +133.7% | +77.3% |
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