+68.4%
SAP vs SPG
+135.6%
-67.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | +6.5% | +17.2% | -10.7% | +1.3% |
| 3M | +12.2% | +6.3% | +5.9% | +10.0% |
| 6M | +46.1% | +18.7% | +27.4% | +38.7% |
| YTD | -1.6% | +30.1% | -31.7% | -9.7% |
| 1Y | -5.1% | +32.8% | -37.9% | -13.5% |
| 3Y | +68.4% | +133.6% | -65.2% | +32.4% |
| All | +68.4% | +135.6% | -67.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling