-26.3%
U vs SAP
+59.4%
-85.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -0.8% |
| 7D | +24.4% | +1.5% | +22.9% | +22.6% |
| 30D | +7.4% | +8.8% | -1.4% | -0.5% |
| 3M | +16.8% | +12.1% | +4.7% | +4.8% |
| 6M | +78.8% | +34.6% | +44.2% | +34.9% |
| YTD | +14.0% | -2.1% | +16.1% | +13.7% |
| 1Y | +16.7% | -5.5% | +22.3% | +20.2% |
| 3Y | +86.4% | +67.4% | +18.9% | +10.2% |
| 5Y | -71.5% | +74.6% | -146.0% | -86.0% |
| All | -26.3% | +59.4% | -85.8% | -64.4% |
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