+803.1%
SAP vs A
+546.2%
+256.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +11.1% | +3.4% | +7.7% | +9.5% |
| 3M | +17.0% | +23.8% | -6.8% | +7.6% |
| 6M | +34.8% | +49.0% | -14.2% | +14.5% |
| YTD | -2.2% | +29.4% | -31.6% | -12.8% |
| 1Y | -6.4% | +19.4% | -25.8% | -14.1% |
| 3Y | +75.1% | +66.2% | +9.0% | +38.4% |
| 5Y | +69.8% | +15.8% | +54.0% | +51.0% |
| 10Y | +219.8% | +326.1% | -106.2% | +72.7% |
| All | +803.1% | +546.2% | +256.8% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling