+70.8%
SAP vs SO
+75.0%
-4.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -4.0% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | +11.1% | +8.1% | +3.0% | +9.8% |
| 3M | +17.0% | +0.2% | +16.8% | +16.9% |
| 6M | +34.8% | +0.4% | +34.5% | +34.6% |
| YTD | -2.2% | +8.5% | -10.7% | -4.0% |
| 1Y | -6.4% | +4.9% | -11.4% | -7.5% |
| 3Y | +75.1% | +47.9% | +27.2% | +56.1% |
| All | +70.8% | +75.0% | -4.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling