+235.4%
SAP vs URA
+272.2%
-36.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | -3.9% | +4.5% | -8.3% | -4.9% |
| 30D | +6.5% | -13.4% | +19.9% | +9.5% |
| 3M | +14.7% | -28.4% | +43.1% | +22.5% |
| 6M | +39.9% | -40.5% | +80.4% | +54.8% |
| YTD | -2.0% | -24.3% | +22.3% | +0.4% |
| 1Y | -6.0% | -28.8% | +22.8% | -2.5% |
| 3Y | +67.7% | +37.6% | +30.1% | +38.0% |
| 5Y | +78.8% | +30.7% | +48.1% | +43.6% |
| All | +235.4% | +272.2% | -36.9% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling