+265.0%
C vs SAP
+62.3%
+202.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.6% | -2.9% | +6.5% | +4.3% |
| 30D | +0.1% | +9.0% | -9.0% | -2.2% |
| 3M | +2.4% | +14.9% | -12.5% | -1.1% |
| 6M | +24.9% | +11.9% | +13.0% | +21.2% |
| YTD | +19.8% | -9.9% | +29.7% | +24.0% |
| 1Y | +44.9% | -19.5% | +64.4% | +56.2% |
| All | +265.0% | +62.3% | +202.7% | +230.2% |
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 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