+307.3%
SPY vs SAP
+228.4%
+79.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.6% |
| 30D | -3.3% | +10.5% | -13.9% | -7.0% |
| 3M | -2.4% | +15.2% | -17.6% | -7.8% |
| 6M | +2.6% | +36.7% | -34.1% | -10.3% |
| YTD | +11.2% | -0.6% | +11.8% | +9.0% |
| 1Y | +13.4% | -4.1% | +17.5% | +12.8% |
| 3Y | +79.9% | +73.2% | +6.7% | +34.7% |
| 5Y | +72.2% | +74.1% | -1.9% | +25.2% |
| 10Y | +307.3% | +222.9% | +84.4% | +117.6% |
| All | +307.3% | +228.4% | +79.0% | +117.6% |
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