+214.8%
SAP vs USB
+92.8%
+122.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +11.1% | +5.8% | +5.3% | +9.1% |
| 3M | +17.0% | -6.0% | +23.0% | +19.2% |
| 6M | +34.8% | +7.8% | +27.1% | +31.2% |
| YTD | -2.2% | +14.6% | -16.8% | -7.1% |
| 1Y | -6.4% | +31.8% | -38.2% | -15.2% |
| 3Y | +75.1% | +91.5% | -16.4% | +37.5% |
| 5Y | +69.8% | +22.0% | +47.8% | +52.6% |
| All | +214.8% | +92.8% | +122.0% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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