+112.5%
NET vs SAP
+55.2%
+57.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.2% |
| 7D | -7.0% | -2.9% | -4.1% | -4.4% |
| 30D | -4.8% | +9.0% | -13.8% | -11.7% |
| 3M | +3.8% | +14.9% | -11.1% | -9.4% |
| 6M | +50.0% | +11.9% | +38.1% | +33.1% |
| YTD | +41.5% | -9.9% | +51.4% | +51.0% |
| 1Y | +32.8% | -19.5% | +52.4% | +58.2% |
| 3Y | +335.9% | +61.8% | +274.1% | +108.2% |
| All | +112.5% | +55.2% | +57.2% | +2.2% |
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