+615.4%
SAP vs UUUU
-96.4%
+711.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +0.6% |
| 30D | +6.5% | -21.0% | +27.5% | +7.9% |
| 3M | +12.2% | -54.8% | +67.0% | +17.2% |
| 6M | +46.1% | -67.3% | +113.4% | +54.7% |
| YTD | -1.6% | -54.7% | +53.1% | +1.0% |
| 1Y | -5.1% | -57.4% | +52.3% | -2.4% |
| 3Y | +68.4% | -19.6% | +88.0% | +61.1% |
| 5Y | +79.4% | -40.0% | +119.5% | +70.9% |
| 10Y | +230.5% | +364.1% | -133.6% | +164.9% |
| All | +615.4% | -96.4% | +711.8% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling