+78.5%
SAP vs SN
+673.1%
-594.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | +3.5% | -6.0% | -3.0% |
| 30D | +7.5% | +19.4% | -12.0% | +4.6% |
| 3M | +11.6% | +20.9% | -9.3% | +8.4% |
| 6M | +37.6% | +111.1% | -73.5% | +23.8% |
| YTD | -2.0% | +102.8% | -104.7% | -11.7% |
| 1Y | -6.4% | +146.2% | -152.6% | -17.9% |
| 3Y | +67.7% | +441.4% | -373.7% | +39.7% |
| All | +78.5% | +673.1% | -594.7% | +49.2% |
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