+171.3%
SAP vs SU
+267.8%
-96.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.4% |
| 30D | -1.8% | +9.6% | -11.4% | -3.4% |
| 3M | +20.9% | +11.7% | +9.2% | +18.3% |
| 6M | +7.0% | +21.9% | -14.9% | +2.6% |
| YTD | -13.7% | +58.6% | -72.4% | -21.5% |
| 1Y | -19.6% | +66.5% | -86.1% | -27.6% |
| 3Y | +52.4% | +121.4% | -69.0% | +27.7% |
| 5Y | +54.4% | +355.7% | -301.3% | +7.8% |
| All | +171.3% | +267.8% | -96.4% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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