+54.8%
ON vs SAP
-19.8%
+74.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.8% |
| 7D | +2.4% | -2.9% | +5.3% | +1.8% |
| 30D | -3.3% | +9.0% | -12.3% | -1.5% |
| 3M | -43.6% | +14.9% | -58.5% | -38.4% |
| 6M | +19.0% | +11.9% | +7.1% | +32.5% |
| YTD | +37.4% | -9.9% | +47.3% | +67.4% |
| 1Y | +54.8% | -19.5% | +74.3% | +112.1% |
| All | +54.8% | -19.8% | +74.6% | +112.1% |
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