-68.4%
U vs SAP
+70.5%
-139.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.7% | +9.6% |
| 7D | +36.6% | -0.7% | +37.2% | +37.1% |
| 30D | +13.3% | +11.1% | +2.2% | +1.5% |
| 3M | +26.2% | +17.0% | +9.1% | +6.2% |
| 6M | +88.7% | +34.8% | +53.9% | +34.1% |
| YTD | +16.6% | -2.2% | +18.8% | +16.8% |
| 1Y | +29.0% | -6.4% | +35.4% | +35.7% |
| 3Y | +99.5% | +75.1% | +24.4% | -15.4% |
| All | -68.4% | +70.5% | -139.0% | -89.2% |
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 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