-15.8%
F vs SAP
+70.5%
-86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | +2.6% | +11.1% | -8.5% | -0.6% |
| 3M | -8.8% | +17.0% | -25.9% | -13.1% |
| 6M | +4.6% | +34.8% | -30.2% | -5.4% |
| YTD | -1.9% | -2.2% | +0.3% | -1.5% |
| 1Y | -0.8% | -6.4% | +5.7% | +1.5% |
| 3Y | +43.5% | +75.1% | -31.7% | -1.6% |
| All | -15.8% | +70.5% | -86.3% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling