+216.1%
C vs SAP
+69.5%
+146.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | -0.4% | +1.5% | -1.8% | -0.8% |
| 30D | -5.2% | +8.8% | -14.0% | -7.1% |
| 3M | -9.1% | +12.1% | -21.2% | -11.7% |
| 6M | -1.6% | +34.6% | -36.1% | -9.2% |
| YTD | +6.9% | -2.1% | +9.1% | +8.6% |
| 1Y | +23.0% | -5.5% | +28.5% | +26.7% |
| 3Y | +216.1% | +67.4% | +148.7% | +181.6% |
| All | +216.1% | +69.5% | +146.6% | +181.6% |
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