+17.6%
PM vs SAP
-19.9%
+37.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.6% | +2.6% | -5.1% | -2.5% |
| 3M | +5.8% | +16.3% | -10.5% | +4.7% |
| 6M | +10.6% | +6.4% | +4.2% | +9.8% |
| YTD | +17.2% | -11.4% | +28.6% | +15.5% |
| 1Y | +17.6% | -20.4% | +38.0% | +13.9% |
| All | +17.6% | -19.9% | +37.6% | +13.9% |
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