+75.1%
SAP vs A
+64.2%
+10.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +11.1% | +3.4% | +7.7% | +10.0% |
| 3M | +17.0% | +23.8% | -6.8% | +10.3% |
| 6M | +34.8% | +49.0% | -14.2% | +20.3% |
| YTD | -2.2% | +29.4% | -31.6% | -9.3% |
| 1Y | -6.4% | +19.4% | -25.8% | -11.3% |
| 3Y | +75.1% | +66.2% | +9.0% | +60.1% |
| All | +75.1% | +64.2% | +10.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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