+56.8%
SAP vs TRU
-35.2%
+92.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.7% |
| 7D | -0.3% | -7.2% | +6.9% | +2.4% |
| 30D | +2.6% | -2.8% | +5.4% | +3.6% |
| 3M | +16.3% | +13.0% | +3.2% | +11.5% |
| 6M | +6.4% | +0.7% | +5.7% | +5.8% |
| YTD | -11.4% | -9.0% | -2.4% | -9.4% |
| 1Y | -20.4% | -16.3% | -4.1% | -16.7% |
| 3Y | +56.5% | -1.1% | +57.6% | +49.7% |
| 5Y | +56.8% | -36.0% | +92.8% | +68.8% |
| All | +56.8% | -35.2% | +92.0% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling