+79.1%
SAP vs SN
+671.3%
-592.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +6.5% | +21.5% | -15.0% | +3.5% |
| 3M | +12.2% | +20.0% | -7.8% | +9.1% |
| 6M | +46.1% | +119.9% | -73.9% | +30.7% |
| YTD | -1.6% | +102.3% | -103.9% | -11.3% |
| 1Y | -5.1% | +148.0% | -153.1% | -16.9% |
| 3Y | +68.4% | +450.0% | -381.6% | +40.3% |
| All | +79.1% | +671.3% | -592.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling