+177.0%
SAP vs URA
+356.0%
-179.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | +9.0% | +7.4% | +1.6% | +7.1% |
| 3M | +14.9% | -8.4% | +23.3% | +16.4% |
| 6M | +11.9% | -12.7% | +24.6% | +13.6% |
| YTD | -9.9% | +7.8% | -17.7% | -14.2% |
| 1Y | -19.5% | +19.5% | -39.0% | -26.6% |
| 3Y | +61.8% | +116.4% | -54.6% | +19.9% |
| 5Y | +56.2% | +134.3% | -78.1% | +8.0% |
| All | +177.0% | +356.0% | -179.0% | +46.2% |
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