+745.7%
T vs SAP
+2,233.8%
-1,488.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | +11.4% | +9.0% | +2.4% | +9.7% |
| 3M | +14.3% | +14.9% | -0.7% | +11.2% |
| 6M | -9.3% | +11.9% | -21.2% | -11.6% |
| YTD | +7.1% | -9.9% | +17.0% | +7.6% |
| 1Y | -9.1% | -19.5% | +10.4% | -7.0% |
| 3Y | +105.3% | +61.8% | +43.5% | +82.9% |
| 5Y | +66.8% | +56.2% | +10.6% | +47.8% |
| 10Y | +66.8% | +180.6% | -113.8% | +30.7% |
| All | +745.7% | +2,233.8% | -1,488.0% | +354.2% |
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