+70.8%
SAP vs S
-67.4%
+138.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.4% |
| 7D | -0.7% | -13.4% | +12.8% | +1.9% |
| 30D | +11.1% | -14.0% | +25.1% | +13.8% |
| 3M | +17.0% | +4.9% | +12.2% | +14.8% |
| 6M | +34.8% | +42.0% | -7.2% | +24.6% |
| YTD | -2.2% | +45.1% | -47.4% | -10.3% |
| 1Y | -6.4% | +33.1% | -39.5% | -13.2% |
| 3Y | +75.1% | +40.6% | +34.5% | +56.9% |
| All | +70.8% | -67.4% | +138.2% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling