+67.7%
T vs SAP
+55.2%
+12.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | +11.4% | +9.0% | +2.4% | +10.5% |
| 3M | +14.3% | +14.9% | -0.7% | +12.4% |
| 6M | -9.3% | +11.9% | -21.2% | -10.6% |
| YTD | +7.1% | -9.9% | +17.0% | +7.5% |
| 1Y | -9.1% | -19.5% | +10.4% | -7.4% |
| 3Y | +105.3% | +61.8% | +43.5% | +79.6% |
| All | +67.7% | +55.2% | +12.4% | +36.4% |
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