+236.6%
SAP vs SPXU
-99.5%
+336.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.7% |
| 7D | +0.6% | -7.6% | +8.2% | -1.7% |
| 30D | +6.5% | +5.3% | +1.2% | +8.7% |
| 3M | +12.2% | +9.6% | +2.6% | +16.3% |
| 6M | +46.1% | -4.5% | +50.6% | +45.6% |
| YTD | -1.6% | -25.9% | +24.3% | -8.5% |
| 1Y | -5.1% | -28.9% | +23.8% | -12.6% |
| 3Y | +68.4% | -80.5% | +148.8% | +12.2% |
| 5Y | +79.4% | -83.4% | +162.8% | +31.6% |
| All | +236.6% | -99.5% | +336.1% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling