+251.3%
SAP vs USFR
+27.5%
+223.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 6M | +11.9% | +1.9% | +10.0% | +11.5% |
| YTD | -9.9% | +2.6% | -12.5% | -10.3% |
| 1Y | -19.5% | +4.0% | -23.5% | -20.1% |
| 3Y | +61.8% | +14.1% | +47.7% | +57.9% |
| 5Y | +56.2% | +20.4% | +35.8% | +51.0% |
| 10Y | +180.6% | +28.0% | +152.6% | +167.6% |
| All | +251.3% | +27.5% | +223.8% | +224.3% |
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