+48.0%
GM vs SAP
-19.2%
+67.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | -1.1% | -5.1% | +4.0% | -0.7% |
| 30D | -3.4% | -1.8% | -1.6% | -3.3% |
| 3M | +8.7% | +20.9% | -12.2% | +7.3% |
| 6M | +15.4% | +7.0% | +8.4% | +14.4% |
| YTD | +6.6% | -13.7% | +20.3% | +6.7% |
| All | +48.0% | -19.2% | +67.1% | +49.6% |
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