+228.4%
SAP vs SW
+185.4%
+43.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +4.0% | +4.7% | -0.6% | +3.5% |
| 30D | +15.7% | +5.0% | +10.7% | +15.1% |
| 3M | +23.4% | -7.3% | +30.7% | +24.3% |
| 6M | +41.3% | +15.0% | +26.3% | +38.8% |
| YTD | +2.0% | +18.5% | -16.5% | -0.5% |
| 1Y | -5.1% | +27.1% | -32.2% | -8.1% |
| 3Y | +82.1% | +49.3% | +32.8% | +72.7% |
| 5Y | +77.2% | -1.6% | +78.8% | +69.6% |
| All | +228.4% | +185.4% | +43.0% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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