+287.8%
SAP vs USFR
+28.5%
+259.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +10.5% | +0.4% | +10.2% | +10.5% |
| 3M | +15.2% | +1.1% | +14.1% | +14.9% |
| 6M | +36.7% | +2.0% | +34.7% | +36.1% |
| YTD | -0.6% | +3.4% | -4.0% | -1.2% |
| 1Y | -4.1% | +4.1% | -8.2% | -4.9% |
| 3Y | +73.2% | +14.3% | +58.9% | +69.0% |
| 5Y | +74.1% | +21.3% | +52.8% | +68.1% |
| 10Y | +222.9% | +28.5% | +194.5% | +207.7% |
| All | +287.8% | +28.5% | +259.2% | +257.4% |
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