+626.1%
T vs SAP
+2,475.8%
-1,849.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +1.7% | +1.6% | +0.1% | +1.4% |
| 30D | -1.7% | +10.5% | -12.3% | -3.4% |
| 3M | -7.3% | +15.2% | -22.5% | -9.6% |
| 6M | -11.2% | +36.7% | -47.9% | -16.3% |
| YTD | -8.1% | -0.6% | -7.5% | -9.2% |
| 1Y | -8.0% | -4.1% | -3.9% | -8.6% |
| 3Y | +62.1% | +73.2% | -11.1% | +42.7% |
| 5Y | +55.7% | +74.1% | -18.4% | +35.4% |
| 10Y | +54.1% | +222.9% | -168.8% | +17.9% |
| All | +626.1% | +2,475.8% | -1,849.7% | +283.2% |
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