-13.5%
F vs SAP
+72.8%
-86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | +0.9% | +8.8% | -7.9% | -1.6% |
| 3M | -11.3% | +12.1% | -23.4% | -14.4% |
| 6M | +2.0% | +34.6% | -32.5% | -7.6% |
| YTD | -3.2% | -2.1% | -1.1% | -2.8% |
| 1Y | -3.5% | -5.5% | +2.1% | -1.6% |
| 3Y | +48.1% | +67.4% | -19.4% | +4.8% |
| 5Y | -13.5% | +74.6% | -88.1% | -49.7% |
| All | -13.5% | +72.8% | -86.3% | -49.7% |
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