+179.0%
SAP vs SPG
+59.6%
+119.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +0.3% | -6.3% | +6.6% | +1.8% |
| 3M | +16.9% | -2.4% | +19.3% | +17.6% |
| 6M | +6.3% | +9.6% | -3.3% | +3.9% |
| YTD | -12.4% | +14.2% | -26.6% | -15.4% |
| 1Y | -21.6% | +19.3% | -40.9% | -25.2% |
| 3Y | +54.8% | +106.7% | -51.9% | +29.2% |
| 5Y | +56.2% | +104.2% | -48.1% | +29.4% |
| 10Y | +179.0% | +63.7% | +115.4% | +149.7% |
| All | +179.0% | +59.6% | +119.5% | +149.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling