+278.8%
SAP vs TRU
+247.4%
+31.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | 0.0% | -2.4% | -2.4% |
| 30D | +7.5% | +24.3% | -16.8% | -1.3% |
| 3M | +11.6% | +2.3% | +9.3% | +10.0% |
| 6M | +37.6% | +17.7% | +19.9% | +28.8% |
| YTD | -2.0% | -3.8% | +1.8% | -2.0% |
| 1Y | -6.4% | -0.3% | -6.1% | -7.7% |
| 3Y | +67.7% | +58.4% | +9.3% | +32.0% |
| 5Y | +75.7% | -24.0% | +99.7% | +77.2% |
| 10Y | +229.3% | +187.9% | +41.4% | +110.9% |
| All | +278.8% | +247.4% | +31.4% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling