+214.8%
SAP vs URA
+278.3%
-63.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.1% |
| 7D | -0.7% | -4.1% | +3.5% | +0.1% |
| 30D | +11.1% | -19.0% | +30.1% | +15.9% |
| 3M | +17.0% | -25.1% | +42.2% | +23.9% |
| 6M | +34.8% | -44.5% | +79.3% | +51.6% |
| YTD | -2.2% | -24.3% | +22.1% | +0.2% |
| 1Y | -6.4% | -28.1% | +21.7% | -3.2% |
| 3Y | +75.1% | +40.7% | +34.5% | +43.3% |
| 5Y | +69.8% | +35.5% | +34.4% | +35.0% |
| All | +214.8% | +278.3% | -63.4% | +68.2% |
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