+56.5%
SAP vs SPYG
+100.8%
-44.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -1.0% |
| 30D | +2.6% | -1.6% | +4.1% | +3.7% |
| 3M | +16.3% | +3.4% | +12.9% | +13.2% |
| 6M | +6.4% | +18.9% | -12.5% | -6.8% |
| YTD | -11.4% | +13.8% | -25.2% | -19.7% |
| 1Y | -20.4% | +20.6% | -41.0% | -31.1% |
| 3Y | +56.5% | +100.5% | -44.0% | -14.8% |
| All | +56.5% | +100.8% | -44.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling