+229.3%
SAP vs SO
+195.2%
+34.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | +0.8% | -3.2% | -2.7% |
| 30D | +7.5% | +7.8% | -0.4% | +5.2% |
| 3M | +11.6% | +2.9% | +8.7% | +10.7% |
| 6M | +37.6% | +2.5% | +35.2% | +36.4% |
| YTD | -2.0% | +10.3% | -12.2% | -5.3% |
| 1Y | -6.4% | +6.4% | -12.7% | -8.6% |
| 3Y | +67.7% | +52.8% | +14.9% | +43.6% |
| 5Y | +75.7% | +78.7% | -2.9% | +41.2% |
| 10Y | +229.3% | +196.3% | +33.0% | +136.6% |
| All | +229.3% | +195.2% | +34.1% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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