+78.8%
SAP vs S
-70.0%
+148.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.2% | +1.2% |
| 7D | -3.9% | +4.1% | -8.0% | -4.7% |
| 30D | +6.5% | -7.2% | +13.7% | +7.5% |
| 3M | +14.7% | 0.0% | +14.7% | +13.4% |
| 6M | +39.9% | +41.6% | -1.7% | +29.2% |
| YTD | -2.0% | +48.6% | -50.6% | -10.6% |
| 1Y | -6.0% | +30.0% | -36.1% | -12.6% |
| 3Y | +67.7% | +42.2% | +25.5% | +49.6% |
| 5Y | +78.8% | -70.8% | +149.6% | +85.6% |
| All | +78.8% | -70.0% | +148.8% | +85.6% |
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 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