-18.7%
SAP vs SPYG
+17.9%
-36.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | +1.1% | -1.5% | +2.6% | +1.7% |
| 3M | +26.1% | +3.7% | +22.4% | +23.9% |
| 6M | +9.8% | +16.4% | -6.6% | +0.2% |
| YTD | -13.6% | +13.3% | -26.9% | -19.2% |
| 1Y | -18.7% | +17.9% | -36.6% | -24.8% |
| All | -18.7% | +17.9% | -36.6% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling