+2,098.8%
SPY vs SAP
+2,435.9%
-337.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -1.1% |
| 30D | -3.7% | +8.8% | -12.5% | -6.0% |
| 3M | -2.7% | +12.1% | -14.8% | -6.1% |
| 6M | +2.2% | +34.6% | -32.4% | -7.1% |
| YTD | +10.8% | -2.1% | +12.9% | +9.0% |
| 1Y | +11.2% | -5.5% | +16.8% | +10.5% |
| 3Y | +76.5% | +67.4% | +9.0% | +47.6% |
| 5Y | +72.9% | +74.6% | -1.6% | +41.6% |
| 10Y | +304.8% | +224.0% | +80.8% | +175.5% |
| All | +2,098.8% | +2,435.9% | -337.0% | +816.5% |
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