+81.0%
SAP vs SN
+681.9%
-600.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | +1.6% | +7.6% | -6.0% | +0.5% |
| 30D | +10.5% | +24.1% | -13.5% | +7.1% |
| 3M | +15.2% | +23.7% | -8.5% | +11.5% |
| 6M | +36.7% | +105.5% | -68.8% | +23.4% |
| YTD | -0.6% | +105.1% | -105.7% | -10.6% |
| 1Y | -4.1% | +148.3% | -152.4% | -16.1% |
| 3Y | +73.2% | +438.7% | -365.4% | +44.1% |
| All | +81.0% | +681.9% | -600.9% | +51.0% |
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