-6.0%
SAP vs ALL
+31.1%
-37.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.8% |
| 30D | +6.5% | +12.8% | -6.3% | +3.7% |
| 3M | +14.7% | +4.7% | +10.0% | +13.3% |
| 6M | +39.9% | +24.9% | +15.0% | +36.4% |
| YTD | -2.0% | +30.0% | -32.0% | -4.9% |
| 1Y | -6.0% | +29.9% | -35.9% | -8.9% |
| All | -6.0% | +31.1% | -37.1% | -8.9% |
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