+56.4%
SAP vs A
-12.8%
+69.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | +9.0% | +6.9% | +2.1% | +6.5% |
| 3M | +14.9% | +9.2% | +5.7% | +11.3% |
| 6M | +11.9% | +25.7% | -13.8% | +2.5% |
| YTD | -9.9% | +11.5% | -21.4% | -13.9% |
| 1Y | -19.5% | +18.4% | -37.9% | -25.1% |
| 3Y | +61.8% | +26.6% | +35.2% | +42.5% |
| All | +56.4% | -12.8% | +69.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling