+1,671.4%
TER vs SAP
+177.1%
+1,494.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.2% |
| 30D | -8.3% | +9.0% | -17.3% | -13.1% |
| 3M | -12.2% | +14.9% | -27.2% | -21.7% |
| 6M | +17.1% | +11.9% | +5.2% | +3.7% |
| YTD | +84.7% | -9.9% | +94.6% | +85.2% |
| 1Y | +199.9% | -19.5% | +219.5% | +225.5% |
| 3Y | +232.8% | +61.8% | +171.0% | +103.8% |
| 5Y | +198.6% | +56.2% | +142.4% | +86.1% |
| All | +1,671.4% | +177.1% | +1,494.3% | +595.7% |
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