+2,152.7%
SPY vs SAP
+2,233.8%
-81.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +0.1% | +9.0% | -9.0% | -2.4% |
| 3M | +2.0% | +14.9% | -13.0% | -2.6% |
| 6M | +13.0% | +11.9% | +1.1% | +8.0% |
| YTD | +13.5% | -9.9% | +23.4% | +14.5% |
| 1Y | +20.0% | -19.5% | +39.5% | +24.7% |
| 3Y | +77.2% | +61.8% | +15.4% | +49.8% |
| 5Y | +81.9% | +56.2% | +25.7% | +53.7% |
| 10Y | +314.1% | +180.6% | +133.5% | +193.3% |
| All | +2,152.7% | +2,233.8% | -81.1% | +862.8% |
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 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