+288.1%
SAP vs Z
+4.8%
+283.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.5% |
| 7D | +1.5% | -6.5% | +7.9% | +2.6% |
| 30D | +8.8% | -0.1% | +8.9% | +8.4% |
| 3M | +12.1% | -14.1% | +26.2% | +14.6% |
| 6M | +34.6% | -30.1% | +64.6% | +42.8% |
| YTD | -2.1% | -57.5% | +55.4% | +12.9% |
| 1Y | -5.5% | -60.3% | +54.8% | +10.1% |
| 3Y | +67.4% | -21.0% | +88.5% | +68.5% |
| 5Y | +74.6% | -54.9% | +129.5% | +84.6% |
| 10Y | +224.0% | -16.0% | +240.1% | +177.7% |
| All | +288.1% | +4.8% | +283.3% | +213.2% |
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