+2,542.1%
SAP vs SO
+2,813.6%
-271.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +4.0% | +0.4% | +3.7% | +3.9% |
| 30D | +15.7% | +9.2% | +6.5% | +12.7% |
| 3M | +23.4% | +1.1% | +22.3% | +22.9% |
| 6M | +41.3% | -1.1% | +42.3% | +41.3% |
| YTD | +2.0% | +9.7% | -7.7% | -1.4% |
| 1Y | -5.1% | +5.5% | -10.6% | -7.3% |
| 3Y | +82.1% | +47.0% | +35.1% | +58.8% |
| 5Y | +77.2% | +77.6% | -0.4% | +44.3% |
| 10Y | +233.6% | +181.0% | +52.6% | +130.8% |
| All | +2,542.1% | +2,813.6% | -271.5% | +1,396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling