-24.5%
ON vs SAP
+60.5%
-85.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.0% |
| 30D | -3.3% | +9.0% | -12.3% | -5.0% |
| 3M | -43.6% | +14.9% | -58.5% | -44.3% |
| 6M | +19.0% | +11.9% | +7.1% | +17.8% |
| YTD | +37.4% | -9.9% | +47.3% | +51.4% |
| 1Y | +54.8% | -19.5% | +74.3% | +84.0% |
| All | -24.5% | +60.5% | -85.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling