+70.8%
SAP vs SPY
+67.4%
+3.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.4% |
| 7D | -0.7% | -2.7% | +2.0% | +1.6% |
| 30D | +11.1% | -5.4% | +16.5% | +16.5% |
| 3M | +17.0% | -4.1% | +21.1% | +21.2% |
| 6M | +34.8% | +0.7% | +34.1% | +32.8% |
| YTD | -2.2% | +8.7% | -10.9% | -10.4% |
| 1Y | -6.4% | +10.9% | -17.3% | -16.0% |
| 3Y | +75.1% | +75.0% | +0.2% | +0.1% |
| All | +70.8% | +67.4% | +3.4% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling