+56.2%
SAP vs SU
+120.6%
-64.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -0.3% | +1.6% | -1.8% | -0.2% |
| 30D | +0.3% | +10.7% | -10.5% | +0.4% |
| 3M | +16.9% | +13.5% | +3.4% | +16.8% |
| 6M | +6.3% | +21.8% | -15.5% | +5.9% |
| YTD | -12.4% | +58.8% | -71.3% | -14.3% |
| 1Y | -21.6% | +72.0% | -93.7% | -23.9% |
| All | +56.2% | +120.6% | -64.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling