+2,055.9%
SPY vs SAP
+2,432.7%
-376.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -5.4% | +11.1% | -16.5% | -8.2% |
| 3M | -4.1% | +17.0% | -21.1% | -8.5% |
| 6M | +0.7% | +34.8% | -34.1% | -8.5% |
| YTD | +8.7% | -2.2% | +10.9% | +6.9% |
| 1Y | +10.9% | -6.4% | +17.3% | +10.4% |
| 3Y | +75.0% | +75.1% | -0.2% | +44.5% |
| 5Y | +67.8% | +69.8% | -2.0% | +38.4% |
| 10Y | +312.9% | +219.8% | +93.0% | +181.9% |
| All | +2,055.9% | +2,432.7% | -376.8% | +798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling