+157.6%
B vs SAP
+55.2%
+102.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +9.4% | +9.0% | +0.4% | +7.4% |
| 3M | +5.0% | +14.9% | -10.0% | +1.8% |
| 6M | -3.5% | +11.9% | -15.4% | -6.1% |
| YTD | +4.5% | -9.9% | +14.4% | +6.8% |
| 1Y | +67.8% | -19.5% | +87.3% | +76.3% |
| 3Y | +196.7% | +61.8% | +134.9% | +146.7% |
| All | +157.6% | +55.2% | +102.4% | +80.6% |
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 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