-6.4%
SAP vs ACWI
+10.2%
-16.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +11.1% | -5.2% | +16.3% | +13.2% |
| 3M | +17.0% | -4.8% | +21.9% | +19.0% |
| 6M | +34.8% | -1.3% | +36.2% | +34.8% |
| YTD | -2.2% | +8.4% | -10.6% | -9.1% |
| 1Y | -6.4% | +11.0% | -17.5% | -14.7% |
| All | -6.4% | +10.2% | -16.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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