+166.1%
B vs SAP
+75.3%
+90.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.2% |
| 7D | +9.6% | -0.7% | +10.3% | +9.7% |
| 30D | +3.5% | +11.1% | -7.6% | +1.7% |
| 3M | -1.6% | +17.0% | -18.6% | -4.0% |
| 6M | -1.7% | +34.8% | -36.5% | -6.1% |
| YTD | -5.3% | -2.2% | -3.1% | -4.5% |
| 1Y | +27.2% | -6.4% | +33.7% | +29.5% |
| 3Y | +166.1% | +75.1% | +91.0% | +138.0% |
| All | +166.1% | +75.3% | +90.8% | +138.0% |
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