+78.2%
SAP vs SN
+671.7%
-593.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +1.5% | +7.6% | -6.1% | +0.4% |
| 30D | +8.8% | +22.4% | -13.6% | +5.6% |
| 3M | +12.1% | +21.7% | -9.6% | +8.7% |
| 6M | +34.6% | +102.8% | -68.3% | +21.7% |
| YTD | -2.1% | +102.4% | -104.5% | -11.8% |
| 1Y | -5.5% | +139.0% | -144.5% | -16.8% |
| 3Y | +67.4% | +440.4% | -372.9% | +39.6% |
| All | +78.2% | +671.7% | -593.5% | +49.0% |
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