+911.5%
BE vs SAP
+107.1%
+804.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.9% |
| 7D | +20.0% | -2.9% | +22.9% | +21.9% |
| 30D | +7.9% | +9.0% | -1.1% | +1.8% |
| 3M | -13.2% | +14.9% | -28.2% | -23.4% |
| 6M | +53.5% | +11.9% | +41.6% | +32.9% |
| YTD | +191.0% | -9.9% | +200.9% | +189.6% |
| 1Y | +360.5% | -19.5% | +380.1% | +398.7% |
| 3Y | +1,568.0% | +61.8% | +1,506.2% | +843.0% |
| 5Y | +1,055.2% | +56.2% | +999.0% | +562.8% |
| All | +911.5% | +107.1% | +804.4% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling