+46.0%
F vs SAP
+62.3%
-16.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.5% |
| 7D | +5.3% | -2.9% | +8.2% | +5.6% |
| 30D | +4.6% | +9.0% | -4.4% | +3.8% |
| 3M | -3.7% | +14.9% | -18.6% | -4.9% |
| 6M | +16.8% | +11.9% | +4.9% | +16.0% |
| YTD | +15.3% | -9.9% | +25.2% | +17.7% |
| 1Y | +31.0% | -19.5% | +50.5% | +36.4% |
| All | +46.0% | +62.3% | -16.2% | +38.2% |
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