-5.9%
SAP vs ALL
+42.7%
-48.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.5% |
| 7D | +1.3% | +7.5% | -6.2% | -0.3% |
| 30D | +15.5% | +19.7% | -4.2% | +11.1% |
| 3M | +22.8% | +2.9% | +19.9% | +21.6% |
| 6M | +42.5% | +23.5% | +18.9% | +38.8% |
| YTD | +0.5% | +31.1% | -30.6% | -2.6% |
| 1Y | -5.9% | +40.5% | -46.4% | -8.6% |
| All | -5.9% | +42.7% | -48.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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