+257.2%
SAP vs Z
+25.1%
+232.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | +9.0% | -4.2% | +13.2% | +9.7% |
| 3M | +14.9% | -3.7% | +18.6% | +15.6% |
| 6M | +11.9% | -24.5% | +36.4% | +17.4% |
| YTD | -9.9% | -49.3% | +39.4% | +1.1% |
| 1Y | -19.5% | -58.7% | +39.1% | -6.8% |
| 3Y | +61.8% | -34.1% | +95.9% | +68.0% |
| 5Y | +56.2% | -64.5% | +120.7% | +69.5% |
| 10Y | +180.6% | -0.5% | +181.1% | +133.9% |
| All | +257.2% | +25.1% | +232.1% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling