+2,926.4%
V vs SAP
+490.6%
+2,435.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | -2.9% | +1.2% | -0.4% |
| 30D | +2.0% | +9.0% | -7.0% | -2.3% |
| 3M | +17.4% | +14.9% | +2.4% | +8.8% |
| 6M | +17.5% | +11.9% | +5.6% | +9.0% |
| YTD | +7.6% | -9.9% | +17.5% | +9.3% |
| 1Y | +7.7% | -19.5% | +27.3% | +15.3% |
| 3Y | +54.7% | +61.8% | -7.1% | +11.7% |
| 5Y | +73.0% | +56.2% | +16.9% | +24.1% |
| 10Y | +390.9% | +180.6% | +210.2% | +143.1% |
| All | +2,926.4% | +490.6% | +2,435.8% | +750.4% |
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 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