+53.4%
T vs SAP
+70.5%
-17.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -10.6% | +11.1% | -21.7% | -11.4% |
| 3M | -7.7% | +17.0% | -24.8% | -9.1% |
| 6M | -13.3% | +34.8% | -48.1% | -15.9% |
| YTD | -8.8% | -2.2% | -6.5% | -9.1% |
| 1Y | -8.4% | -6.4% | -2.0% | -8.2% |
| 3Y | +59.6% | +75.1% | -15.5% | +38.5% |
| All | +53.4% | +70.5% | -17.1% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling