+311.5%
SPY vs SAP
+173.6%
+137.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | +2.6% | -3.5% | -2.1% |
| 3M | +3.9% | +16.3% | -12.4% | -2.7% |
| 6M | +14.5% | +6.4% | +8.1% | +10.2% |
| YTD | +12.9% | -11.4% | +24.3% | +15.8% |
| 1Y | +19.4% | -20.4% | +39.8% | +27.7% |
| 3Y | +78.5% | +56.5% | +21.9% | +38.7% |
| 5Y | +81.8% | +56.8% | +25.0% | +37.4% |
| 10Y | +311.5% | +176.2% | +135.3% | +128.8% |
| All | +311.5% | +173.6% | +137.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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