+78.4%
SAP vs SN
+650.0%
-571.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -3.9% | +1.4% | -5.3% | -4.1% |
| 30D | +6.5% | +16.6% | -10.1% | +4.1% |
| 3M | +14.7% | +18.3% | -3.6% | +11.7% |
| 6M | +39.9% | +103.1% | -63.1% | +26.6% |
| YTD | -2.0% | +96.7% | -98.7% | -11.3% |
| 1Y | -6.0% | +134.3% | -140.3% | -17.0% |
| 3Y | +67.7% | +425.2% | -357.5% | +40.3% |
| All | +78.4% | +650.0% | -571.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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