+1,709.5%
BE vs SAP
+69.7%
+1,639.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | +10.8% | +0.6% | +10.2% | +10.9% |
| 30D | -19.8% | +6.5% | -26.3% | -19.6% |
| 3M | -18.7% | +12.2% | -31.0% | -18.4% |
| 6M | -33.7% | +46.1% | -79.8% | -33.9% |
| YTD | +121.0% | -1.6% | +122.6% | +153.0% |
| 1Y | +85.4% | -5.1% | +90.5% | +116.8% |
| 3Y | +1,709.5% | +68.4% | +1,641.2% | +929.7% |
| All | +1,709.5% | +69.7% | +1,639.8% | +929.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling