+75.1%
SAP vs SN
+397.9%
-322.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.6% |
| 7D | -0.7% | +7.2% | -7.9% | -1.9% |
| 30D | +11.1% | +20.4% | -9.3% | +7.4% |
| 3M | +17.0% | +23.9% | -6.9% | +12.4% |
| 6M | +34.8% | +93.0% | -58.2% | +19.9% |
| YTD | -2.2% | +99.2% | -101.5% | -14.0% |
| 1Y | -6.4% | +142.6% | -149.0% | -20.6% |
| 3Y | +75.1% | +398.8% | -323.7% | +32.8% |
| All | +75.1% | +397.9% | -322.8% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling