+208.1%
C vs SAP
+75.3%
+132.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -6.0% | +11.1% | -17.1% | -8.3% |
| 3M | -10.5% | +17.0% | -27.6% | -14.1% |
| 6M | -5.7% | +34.8% | -40.6% | -13.1% |
| YTD | +4.1% | -2.2% | +6.4% | +5.8% |
| 1Y | +20.5% | -6.4% | +26.9% | +24.5% |
| 3Y | +208.1% | +75.1% | +133.0% | +165.0% |
| All | +208.1% | +75.3% | +132.8% | +165.0% |
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