+176.2%
SAP vs Z
-7.0%
+183.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | -0.4% |
| 7D | -0.3% | -3.3% | +3.0% | +0.3% |
| 30D | +2.6% | -3.7% | +6.3% | +3.2% |
| 3M | +16.3% | -7.0% | +23.2% | +17.7% |
| 6M | +6.4% | -29.5% | +35.9% | +13.1% |
| YTD | -11.4% | -52.6% | +41.1% | +0.8% |
| 1Y | -20.4% | -64.0% | +43.6% | -5.2% |
| 3Y | +56.5% | -36.4% | +92.9% | +63.8% |
| 5Y | +56.8% | -65.8% | +122.5% | +71.4% |
| 10Y | +176.2% | -5.8% | +182.0% | +135.6% |
| All | +176.2% | -7.0% | +183.2% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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