-5.9%
SAP vs SPG
+34.3%
-40.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.7% |
| 7D | +1.3% | +8.2% | -6.9% | +0.1% |
| 30D | +15.5% | +13.5% | +2.1% | +13.3% |
| 3M | +22.8% | +2.2% | +20.6% | +21.7% |
| 6M | +42.5% | +15.9% | +26.6% | +43.5% |
| YTD | +0.5% | +27.6% | -27.1% | +5.5% |
| 1Y | -5.9% | +30.9% | -36.9% | -2.7% |
| All | -5.9% | +34.3% | -40.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling