+70.8%
SAP vs Z
-55.4%
+126.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.6% |
| 7D | -0.7% | -4.6% | +3.9% | +0.1% |
| 30D | +11.1% | +8.3% | +2.8% | +8.3% |
| 3M | +17.0% | -11.6% | +28.6% | +19.5% |
| 6M | +34.8% | -33.6% | +68.5% | +46.6% |
| YTD | -2.2% | -56.7% | +54.5% | +15.8% |
| 1Y | -6.4% | -59.1% | +52.7% | +12.0% |
| 3Y | +75.1% | -20.4% | +95.5% | +74.9% |
| All | +70.8% | -55.4% | +126.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling