+56.4%
SAP vs SW
-2.3%
+58.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | -2.9% | -5.1% | +2.2% | -2.2% |
| 30D | +9.0% | -4.6% | +13.6% | +9.7% |
| 3M | +14.9% | +9.4% | +5.6% | +13.3% |
| 6M | +11.9% | +3.5% | +8.4% | +10.8% |
| YTD | -9.9% | +22.0% | -31.9% | -13.0% |
| 1Y | -19.5% | +2.2% | -21.7% | -20.6% |
| 3Y | +61.8% | +19.6% | +42.2% | +54.3% |
| All | +56.4% | -2.3% | +58.7% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling