+202.8%
TER vs SAP
+55.2%
+147.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.6% | -2.9% | +3.5% | +1.8% |
| 30D | -8.3% | +9.0% | -17.3% | -11.9% |
| 3M | -12.2% | +14.9% | -27.2% | -18.4% |
| 6M | +17.1% | +11.9% | +5.2% | +8.6% |
| YTD | +84.7% | -9.9% | +94.6% | +93.4% |
| 1Y | +199.9% | -19.5% | +219.5% | +240.7% |
| 3Y | +232.8% | +61.8% | +171.0% | +97.9% |
| All | +202.8% | +55.2% | +147.6% | +93.7% |
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 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