+608.2%
SAP vs SPXU
-100.0%
+708.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | +0.8% | +8.2% | +9.5% |
| 3M | +14.9% | -4.7% | +19.6% | +13.8% |
| 6M | +11.9% | -29.6% | +41.5% | +1.0% |
| YTD | -9.9% | -29.9% | +20.0% | -18.4% |
| 1Y | -19.5% | -39.1% | +19.5% | -29.9% |
| 3Y | +61.8% | -80.0% | +141.8% | +7.2% |
| 5Y | +56.2% | -86.0% | +142.2% | +6.8% |
| 10Y | +180.6% | -99.5% | +280.1% | -14.0% |
| All | +608.2% | -100.0% | +708.2% | -27.4% |
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