+214.8%
SAP vs Z
-14.9%
+229.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.7% |
| 7D | -0.7% | -4.6% | +3.9% | 0.0% |
| 30D | +11.1% | +8.3% | +2.8% | +8.9% |
| 3M | +17.0% | -11.6% | +28.6% | +19.1% |
| 6M | +34.8% | -33.6% | +68.5% | +44.6% |
| YTD | -2.2% | -56.7% | +54.5% | +12.7% |
| 1Y | -6.4% | -59.1% | +52.7% | +8.7% |
| 3Y | +75.1% | -20.4% | +95.5% | +76.0% |
| 5Y | +69.8% | -55.3% | +125.1% | +79.7% |
| All | +214.8% | -14.9% | +229.8% | +173.0% |
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