+34.1%
COP vs SAP
+69.7%
-35.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +4.4% | +0.6% | +3.8% | +4.4% |
| 30D | 0.0% | +6.5% | -6.6% | -0.1% |
| 3M | +15.0% | +12.2% | +2.8% | +14.9% |
| 6M | +22.0% | +46.1% | -24.1% | +21.6% |
| YTD | +55.3% | -1.6% | +57.0% | +57.4% |
| 1Y | +64.1% | -5.1% | +69.2% | +67.0% |
| 3Y | +34.1% | +68.4% | -34.3% | +24.0% |
| All | +34.1% | +69.7% | -35.6% | +24.0% |
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