+39.4%
GM vs SAP
-5.6%
+45.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +4.2% |
| 7D | +12.1% | +1.3% | +10.8% | +11.9% |
| 30D | +15.2% | +15.5% | -0.3% | +13.5% |
| 3M | +4.9% | +22.8% | -17.9% | +3.0% |
| 6M | +22.6% | +42.5% | -19.8% | +19.4% |
| YTD | +14.4% | +0.5% | +13.9% | +13.8% |
| 1Y | +39.4% | -5.9% | +45.4% | +46.5% |
| All | +39.4% | -5.6% | +45.0% | +46.5% |
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