+555.1%
SAP vs UUUU
-92.0%
+647.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +9.0% | +16.3% | -7.3% | +7.9% |
| 3M | +14.9% | -16.7% | +31.6% | +15.7% |
| 6M | +11.9% | -33.7% | +45.6% | +13.6% |
| YTD | -9.9% | -0.5% | -9.4% | -11.5% |
| 1Y | -19.5% | +28.9% | -48.4% | -23.0% |
| 3Y | +61.8% | +99.9% | -38.1% | +46.8% |
| 5Y | +56.2% | +135.3% | -79.1% | +37.2% |
| 10Y | +180.6% | +518.4% | -337.8% | +119.8% |
| All | +555.1% | -92.0% | +647.1% | +434.0% |
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