+387.2%
BE vs SAP
+70.5%
+316.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.6% | +4.9% |
| 7D | -14.7% | -0.7% | -14.1% | -14.9% |
| 30D | -40.5% | +11.1% | -51.6% | -43.3% |
| 3M | -24.3% | +17.0% | -41.4% | -30.0% |
| 6M | -39.3% | +34.8% | -74.2% | -49.3% |
| YTD | +99.4% | -2.2% | +101.6% | +102.4% |
| 1Y | +26.6% | -6.4% | +33.0% | +34.0% |
| 3Y | +1,616.9% | +75.1% | +1,541.8% | +763.9% |
| All | +387.2% | +70.5% | +316.6% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling