+56.4%
SAP vs USFR
+20.4%
+36.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | +0.3% | +8.7% | +8.9% |
| 3M | +14.9% | +1.0% | +13.9% | +14.9% |
| 6M | +11.9% | +1.9% | +10.0% | +12.2% |
| YTD | -9.9% | +2.6% | -12.5% | -9.2% |
| 1Y | -19.5% | +4.0% | -23.5% | -18.1% |
| 3Y | +61.8% | +14.1% | +47.7% | +78.9% |
| All | +56.4% | +20.4% | +36.0% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling