+74.1%
SAP vs SPXU
-83.1%
+157.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.7% | -0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +1.4% |
| 30D | +10.5% | +9.7% | +0.9% | +14.2% |
| 3M | +15.2% | +8.4% | +6.7% | +18.8% |
| 6M | +36.7% | -5.7% | +42.4% | +35.6% |
| YTD | -0.6% | -25.4% | +24.9% | -7.3% |
| 1Y | -4.1% | -28.9% | +24.7% | -11.7% |
| 3Y | +73.2% | -81.2% | +154.4% | +13.3% |
| 5Y | +74.1% | -83.3% | +157.4% | +25.1% |
| All | +74.1% | -83.1% | +157.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling