+1,943.8%
TER vs SAP
+2,233.8%
-289.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.1% |
| 30D | -8.3% | +9.0% | -17.3% | -12.8% |
| 3M | -12.2% | +14.9% | -27.2% | -21.8% |
| 6M | +17.1% | +11.9% | +5.2% | +3.6% |
| YTD | +84.7% | -9.9% | +94.6% | +80.4% |
| 1Y | +199.9% | -19.5% | +219.5% | +211.1% |
| 3Y | +232.8% | +61.8% | +171.0% | +130.7% |
| 5Y | +198.6% | +56.2% | +142.4% | +113.7% |
| 10Y | +1,669.7% | +180.6% | +1,489.1% | +814.6% |
| All | +1,943.8% | +2,233.8% | -289.9% | +421.2% |
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