+176.2%
SAP vs SPY
+311.3%
-135.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | +2.6% | -0.9% | +3.5% | +3.6% |
| 3M | +16.3% | +3.9% | +12.4% | +11.8% |
| 6M | +6.4% | +14.5% | -8.1% | -7.0% |
| YTD | -11.4% | +12.9% | -24.3% | -21.5% |
| 1Y | -20.4% | +19.4% | -39.8% | -33.1% |
| 3Y | +56.5% | +78.5% | -21.9% | -11.4% |
| 5Y | +56.8% | +81.8% | -25.0% | -12.9% |
| 10Y | +176.2% | +311.5% | -135.3% | -29.0% |
| All | +176.2% | +311.3% | -135.1% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling