+169.3%
B vs SAP
+2,233.8%
-2,064.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +9.4% | +9.0% | +0.4% | +8.4% |
| 3M | +5.0% | +14.9% | -10.0% | +3.2% |
| 6M | -3.5% | +11.9% | -15.4% | -5.1% |
| YTD | +4.5% | -9.9% | +14.4% | +5.0% |
| 1Y | +67.8% | -19.5% | +87.3% | +70.7% |
| 3Y | +196.7% | +61.8% | +134.9% | +178.0% |
| 5Y | +151.9% | +56.2% | +95.8% | +135.3% |
| 10Y | +202.2% | +180.6% | +21.6% | +163.6% |
| All | +169.3% | +2,233.8% | -2,064.5% | +106.8% |
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