+478.1%
SAP vs URA
-51.6%
+529.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.2% |
| 7D | -0.7% | -4.1% | +3.5% | +0.2% |
| 30D | +11.1% | -19.0% | +30.1% | +16.8% |
| 3M | +17.0% | -25.1% | +42.2% | +25.0% |
| 6M | +34.8% | -44.5% | +79.3% | +54.2% |
| YTD | -2.2% | -24.3% | +22.1% | +0.7% |
| 1Y | -6.4% | -28.1% | +21.7% | -2.6% |
| 3Y | +75.1% | +40.7% | +34.5% | +41.8% |
| 5Y | +69.8% | +35.5% | +34.4% | +33.6% |
| 10Y | +219.8% | +281.2% | -61.3% | +62.9% |
| All | +478.1% | -51.6% | +529.7% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling