+2,233.8%
SAP vs SU
+6,821.2%
-4,587.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | +3.6% | -6.5% | -3.8% |
| 30D | +9.0% | +7.9% | +1.1% | +6.9% |
| 3M | +14.9% | +3.5% | +11.4% | +13.4% |
| 6M | +11.9% | +19.0% | -7.1% | +6.2% |
| YTD | -9.9% | +55.0% | -64.9% | -20.2% |
| 1Y | -19.5% | +71.2% | -90.7% | -30.7% |
| 3Y | +61.8% | +117.4% | -55.6% | +28.6% |
| 5Y | +56.2% | +335.2% | -279.0% | -0.2% |
| 10Y | +180.6% | +248.7% | -68.1% | +74.1% |
| All | +2,233.8% | +6,821.2% | -4,587.4% | +647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling