+56.4%
SAP vs SO
+58.2%
-1.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +9.0% | -4.6% | +13.6% | +9.8% |
| 3M | +14.9% | -3.0% | +18.0% | +15.5% |
| 6M | +11.9% | -8.3% | +20.2% | +13.4% |
| YTD | -9.9% | +3.5% | -13.4% | -10.8% |
| 1Y | -19.5% | -0.9% | -18.6% | -19.7% |
| 3Y | +61.8% | +45.4% | +16.5% | +43.9% |
| All | +56.4% | +58.2% | -1.8% | +31.1% |
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