+669.5%
SAP vs SPXU
-100.0%
+769.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.2% |
| 7D | +1.5% | +0.5% | +1.0% | +2.0% |
| 30D | +8.8% | +10.9% | -2.1% | +13.0% |
| 3M | +12.1% | +9.6% | +2.5% | +16.3% |
| 6M | +34.6% | -4.7% | +39.2% | +33.9% |
| YTD | -2.1% | -24.6% | +22.5% | -8.7% |
| 1Y | -5.5% | -24.7% | +19.2% | -11.7% |
| 3Y | +67.4% | -80.0% | +147.5% | +10.6% |
| 5Y | +74.6% | -83.5% | +158.1% | +26.2% |
| 10Y | +224.0% | -99.5% | +323.5% | +2.1% |
| All | +669.5% | -100.0% | +769.5% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling