+51.3%
GEV vs SAP
-19.0%
+70.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -4.1% | +5.7% | +0.9% |
| 30D | -7.9% | +1.1% | -9.0% | -7.7% |
| 3M | +5.6% | +26.1% | -20.5% | +10.6% |
| 6M | +13.1% | +9.8% | +3.3% | +19.3% |
| YTD | +46.7% | -13.6% | +60.3% | +60.2% |
| 1Y | +51.3% | -18.7% | +70.0% | +72.3% |
| All | +51.3% | -19.0% | +70.3% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling