+171.3%
SAP vs UUUU
+495.2%
-323.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.0% |
| 7D | -5.1% | -5.0% | -0.1% | -4.7% |
| 30D | -1.8% | -7.8% | +6.0% | -1.2% |
| 3M | +20.9% | -0.4% | +21.4% | +20.3% |
| 6M | +7.0% | -32.9% | +39.9% | +9.3% |
| YTD | -13.7% | -6.3% | -7.5% | -15.7% |
| 1Y | -19.6% | +7.9% | -27.5% | -23.8% |
| 3Y | +52.4% | +85.2% | -32.8% | +30.6% |
| 5Y | +54.4% | +97.0% | -42.5% | +26.2% |
| All | +171.3% | +495.2% | -323.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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