+503.1%
SAP vs URA
-53.7%
+556.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.7% | +2.8% |
| 7D | +4.0% | -13.3% | +17.3% | +7.7% |
| 30D | +15.7% | -25.9% | +41.6% | +24.4% |
| 3M | +23.4% | -27.8% | +51.2% | +33.1% |
| 6M | +41.3% | -42.8% | +84.1% | +60.1% |
| YTD | +2.0% | -27.5% | +29.5% | +6.3% |
| 1Y | -5.1% | -35.1% | +30.0% | +1.6% |
| 3Y | +82.1% | +31.1% | +51.1% | +50.4% |
| 5Y | +77.2% | +29.8% | +47.4% | +41.0% |
| 10Y | +233.6% | +265.1% | -31.5% | +72.0% |
| All | +503.1% | -53.7% | +556.7% | +477.6% |
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