+229.3%
SAP vs URA
+277.9%
-48.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.5% | +2.9% | -5.3% | -3.2% |
| 30D | +7.5% | -10.8% | +18.3% | +9.8% |
| 3M | +11.6% | -25.5% | +37.2% | +18.3% |
| 6M | +37.6% | -41.2% | +78.8% | +52.9% |
| YTD | -2.0% | -21.3% | +19.3% | -0.4% |
| 1Y | -6.4% | -25.7% | +19.3% | -3.8% |
| 3Y | +67.7% | +43.1% | +24.6% | +36.8% |
| 5Y | +75.7% | +35.6% | +40.1% | +40.1% |
| 10Y | +229.3% | +281.3% | -52.0% | +69.3% |
| All | +229.3% | +277.9% | -48.6% | +69.3% |
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