-3.5%
BAC vs SAP
-5.5%
+2.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -2.5% | +0.6% | -1.8% |
| 30D | -7.2% | +7.5% | -14.6% | -7.4% |
| 3M | -20.4% | +11.6% | -32.1% | -20.7% |
| 6M | +1.3% | +37.6% | -36.4% | -0.7% |
| YTD | -6.4% | -2.0% | -4.4% | -6.7% |
| 1Y | -3.5% | -6.4% | +2.9% | -0.9% |
| All | -3.5% | -5.5% | +2.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling