+56.2%
SAP vs SU
+360.6%
-304.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -0.3% | +1.6% | -1.8% | -0.4% |
| 30D | +0.3% | +10.7% | -10.5% | -0.7% |
| 3M | +16.9% | +13.5% | +3.4% | +15.2% |
| 6M | +6.3% | +21.8% | -15.5% | +3.7% |
| YTD | -12.4% | +58.8% | -71.3% | -17.6% |
| 1Y | -21.6% | +72.0% | -93.7% | -27.2% |
| 3Y | +54.8% | +121.7% | -66.9% | +36.7% |
| 5Y | +56.2% | +350.4% | -294.2% | +22.4% |
| All | +56.2% | +360.6% | -304.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling