+442.5%
SAP vs SW
+755.0%
-312.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | -2.9% | -5.1% | +2.2% | -2.6% |
| 30D | +9.0% | -4.6% | +13.6% | +9.3% |
| 3M | +14.9% | +9.4% | +5.6% | +14.2% |
| 6M | +11.9% | +3.5% | +8.4% | +11.3% |
| YTD | -9.9% | +22.0% | -31.9% | -11.4% |
| 1Y | -19.5% | +2.2% | -21.7% | -20.0% |
| 3Y | +61.8% | +19.6% | +42.2% | +58.2% |
| 5Y | +56.2% | -2.3% | +58.5% | +52.1% |
| 10Y | +180.6% | +181.4% | -0.7% | +159.0% |
| All | +442.5% | +755.0% | -312.5% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling