-6.0%
SAP vs SPXU
-25.8%
+19.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | -3.9% | -9.4% | +5.5% | -5.5% |
| 30D | +6.5% | +7.4% | -0.9% | +8.3% |
| 3M | +14.7% | +6.2% | +8.5% | +16.4% |
| 6M | +39.9% | -7.2% | +47.2% | +39.0% |
| YTD | -2.0% | -26.8% | +24.8% | -7.4% |
| 1Y | -6.0% | -26.3% | +20.3% | -10.8% |
| All | -6.0% | -25.8% | +19.8% | -10.8% |
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