+235.4%
SAP vs USFR
+28.5%
+206.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | +6.5% | +0.4% | +6.1% | +6.4% |
| 3M | +14.7% | +1.0% | +13.6% | +14.4% |
| 6M | +39.9% | +2.0% | +37.9% | +39.4% |
| YTD | -2.0% | +3.4% | -5.4% | -2.5% |
| 1Y | -6.0% | +4.1% | -10.1% | -6.6% |
| 3Y | +67.7% | +14.4% | +53.3% | +64.8% |
| 5Y | +78.8% | +21.4% | +57.4% | +74.9% |
| All | +235.4% | +28.5% | +206.8% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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