+138.2%
SAP vs USHY
+48.2%
+90.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | -3.9% | -0.3% | -3.6% | -3.3% |
| 30D | +6.5% | +0.3% | +6.2% | +6.0% |
| 3M | +14.7% | -1.7% | +16.4% | +18.4% |
| 6M | +39.9% | -0.4% | +40.3% | +41.0% |
| YTD | -2.0% | +0.7% | -2.7% | -3.1% |
| 1Y | -6.0% | +1.8% | -7.8% | -8.8% |
| 3Y | +67.7% | +25.3% | +42.4% | +12.8% |
| 5Y | +78.8% | +19.9% | +58.9% | +32.6% |
| All | +138.2% | +48.2% | +90.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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