+222.9%
SAP vs SO
+184.0%
+39.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +10.5% | +8.6% | +2.0% | +8.0% |
| 3M | +15.2% | +1.8% | +13.4% | +14.5% |
| 6M | +36.7% | +3.6% | +33.1% | +35.0% |
| YTD | -0.6% | +9.9% | -10.5% | -3.9% |
| 1Y | -4.1% | +5.7% | -9.8% | -6.3% |
| 3Y | +73.2% | +52.5% | +20.7% | +48.4% |
| 5Y | +74.1% | +77.3% | -3.2% | +40.1% |
| 10Y | +222.9% | +186.8% | +36.1% | +134.1% |
| All | +222.9% | +184.0% | +39.0% | +134.1% |
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