+452.5%
TEAM vs SAP
+236.1%
+216.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -19.7% | -2.5% | -17.2% | -17.9% |
| 30D | -26.6% | +7.5% | -34.1% | -30.1% |
| 3M | -1.1% | +11.6% | -12.7% | -8.0% |
| 6M | +74.6% | +37.6% | +37.0% | +42.9% |
| YTD | -6.0% | -2.0% | -4.0% | -3.7% |
| 1Y | -3.2% | -6.4% | +3.1% | +1.9% |
| 3Y | -13.5% | +67.7% | -81.2% | -37.3% |
| 5Y | -65.5% | +75.7% | -141.2% | -76.5% |
| All | +452.5% | +236.1% | +216.4% | +155.9% |
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