+80.7%
SAP vs Z
-53.4%
+134.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +6.5% | +5.2% | +1.3% | +4.6% |
| 3M | +12.2% | -17.0% | +29.3% | +16.3% |
| 6M | +46.1% | -22.7% | +68.7% | +53.4% |
| YTD | -1.6% | -56.3% | +54.7% | +16.2% |
| 1Y | -5.1% | -57.7% | +52.5% | +12.6% |
| 3Y | +68.4% | -16.5% | +84.9% | +66.4% |
| All | +80.7% | -53.4% | +134.2% | +83.1% |
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