-37.5%
U vs SAP
+44.2%
-81.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +4.0% |
| 7D | +4.5% | -0.3% | +4.7% | +4.6% |
| 30D | -0.6% | +2.6% | -3.2% | -3.2% |
| 3M | +48.4% | +16.3% | +32.2% | +28.6% |
| 6M | +115.4% | +6.4% | +109.0% | +100.6% |
| YTD | -3.2% | -11.4% | +8.2% | +5.9% |
| 1Y | -6.0% | -20.4% | +14.4% | +12.9% |
| 3Y | +13.5% | +56.5% | -43.1% | -28.8% |
| 5Y | -68.0% | +56.8% | -124.8% | -82.8% |
| All | -37.5% | +44.2% | -81.7% | -66.8% |
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