+65.3%
T vs SAP
+173.6%
-108.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | +7.6% | +2.6% | +5.0% | +7.0% |
| 3M | +15.3% | +16.3% | -1.0% | +11.7% |
| 6M | -8.5% | +6.4% | -14.9% | -10.1% |
| YTD | +6.8% | -11.4% | +18.2% | +8.0% |
| 1Y | -7.2% | -20.4% | +13.2% | -4.2% |
| 3Y | +108.2% | +56.5% | +51.7% | +77.6% |
| 5Y | +66.1% | +56.8% | +9.3% | +38.5% |
| 10Y | +65.3% | +176.2% | -110.9% | +10.1% |
| All | +65.3% | +173.6% | -108.3% | +10.1% |
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