+56.5%
SAP vs TRU
-1.9%
+58.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.8% |
| 7D | -0.3% | -7.2% | +6.9% | +2.0% |
| 30D | +2.6% | -2.8% | +5.4% | +3.5% |
| 3M | +16.3% | +13.0% | +3.2% | +12.3% |
| 6M | +6.4% | +0.7% | +5.7% | +5.8% |
| YTD | -11.4% | -9.0% | -2.4% | -10.0% |
| 1Y | -20.4% | -16.3% | -4.1% | -17.8% |
| 3Y | +56.5% | -1.1% | +57.6% | +56.3% |
| All | +56.5% | -1.9% | +58.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling