+77.6%
V vs SAP
+75.3%
+2.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.8% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +13.6% | +11.1% | +2.5% | +11.2% |
| 3M | +14.3% | +17.0% | -2.7% | +10.6% |
| 6M | +33.1% | +34.8% | -1.7% | +24.5% |
| YTD | +21.2% | -2.2% | +23.5% | +20.4% |
| 1Y | +26.4% | -6.4% | +32.9% | +27.0% |
| 3Y | +77.6% | +75.1% | +2.4% | +57.6% |
| All | +77.6% | +75.3% | +2.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling