-5.1%
SAP vs ALL
+30.2%
-35.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | +5.0% | -4.4% | -0.7% |
| 30D | +6.5% | +13.3% | -6.8% | +3.5% |
| 3M | +12.2% | +3.2% | +9.1% | +11.3% |
| 6M | +46.1% | +25.3% | +20.7% | +42.3% |
| YTD | -1.6% | +30.5% | -32.1% | -4.7% |
| 1Y | -5.1% | +29.2% | -34.3% | -8.1% |
| All | -5.1% | +30.2% | -35.3% | -8.1% |
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