+59.4%
BE vs SAP
-5.9%
+65.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | -3.9% | +24.4% | +17.8% |
| 30D | -23.4% | +6.5% | -29.9% | -20.3% |
| 3M | -14.9% | +14.7% | -29.5% | -7.5% |
| 6M | -28.1% | +39.9% | -68.0% | -7.5% |
| YTD | +132.4% | -2.0% | +134.4% | +234.7% |
| 1Y | +59.4% | -6.0% | +65.4% | +153.9% |
| All | +59.4% | -5.9% | +65.3% | +153.9% |
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