+70.8%
SAP vs A
+15.4%
+55.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.7% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +11.1% | +3.4% | +7.7% | +9.7% |
| 3M | +17.0% | +23.8% | -6.8% | +8.5% |
| 6M | +34.8% | +49.0% | -14.2% | +16.4% |
| YTD | -2.2% | +29.4% | -31.6% | -11.5% |
| 1Y | -6.4% | +19.4% | -25.8% | -12.9% |
| 3Y | +75.1% | +66.2% | +9.0% | +38.8% |
| All | +70.8% | +15.4% | +55.4% | +54.7% |
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