-5.9%
SAP vs SPXU
-30.4%
+24.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +3.2% |
| 7D | +1.3% | +2.2% | -0.9% | +1.8% |
| 30D | +15.5% | +3.8% | +11.8% | +16.5% |
| 3M | +22.8% | +3.3% | +19.5% | +23.9% |
| 6M | +42.5% | -16.7% | +59.2% | +36.9% |
| YTD | +0.5% | -28.6% | +29.2% | -5.8% |
| 1Y | -5.9% | -30.6% | +24.6% | -12.3% |
| All | -5.9% | -30.4% | +24.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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