+281.3%
SAP vs USFR
+28.5%
+252.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +11.1% | +0.4% | +10.7% | +11.0% |
| 3M | +17.0% | +1.1% | +16.0% | +16.8% |
| 6M | +34.8% | +2.1% | +32.8% | +34.3% |
| YTD | -2.2% | +3.4% | -5.6% | -2.8% |
| 1Y | -6.4% | +4.1% | -10.6% | -7.2% |
| 3Y | +75.1% | +14.4% | +60.7% | +70.8% |
| 5Y | +69.8% | +21.3% | +48.5% | +64.0% |
| 10Y | +219.8% | +28.5% | +191.4% | +204.8% |
| All | +281.3% | +28.5% | +252.7% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling