+389.6%
BE vs SAP
-21.2%
+410.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -3.4% |
| 7D | +23.9% | -0.3% | +24.2% | +23.7% |
| 30D | +27.8% | +0.3% | +27.6% | +28.5% |
| 3M | +3.7% | +16.9% | -13.2% | +21.5% |
| 6M | +78.0% | +6.3% | +71.6% | +114.0% |
| YTD | +209.9% | -12.4% | +222.3% | +292.1% |
| 1Y | +389.6% | -21.6% | +411.2% | +500.8% |
| All | +389.6% | -21.2% | +410.8% | +500.8% |
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 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