+171.3%
SAP vs SPYG
+420.3%
-249.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | -5.1% | -1.8% | -3.3% | -3.7% |
| 30D | -1.8% | -1.9% | +0.1% | -0.2% |
| 3M | +20.9% | +5.2% | +15.8% | +15.1% |
| 6M | +7.0% | +15.6% | -8.6% | -6.1% |
| YTD | -13.7% | +12.4% | -26.2% | -22.6% |
| 1Y | -19.6% | +17.5% | -37.0% | -30.6% |
| 3Y | +52.4% | +98.1% | -45.7% | -17.3% |
| 5Y | +54.4% | +84.9% | -30.5% | -12.1% |
| All | +171.3% | +420.3% | -249.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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