+56.8%
SAP vs SPXU
-86.0%
+142.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.1% |
| 7D | -0.3% | -1.5% | +1.2% | -0.7% |
| 30D | +2.6% | +3.7% | -1.1% | +3.9% |
| 3M | +16.3% | -9.6% | +25.8% | +13.2% |
| 6M | +6.4% | -32.4% | +38.7% | -4.8% |
| YTD | -11.4% | -28.7% | +17.3% | -19.0% |
| 1Y | -20.4% | -38.2% | +17.8% | -30.0% |
| 3Y | +56.5% | -80.4% | +137.0% | +3.8% |
| 5Y | +56.8% | -86.0% | +142.8% | +6.6% |
| All | +56.8% | -86.0% | +142.8% | +6.6% |
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