+222.9%
SAP vs BAX
-35.6%
+258.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +1.6% | +9.0% | -7.4% | -0.9% |
| 30D | +10.5% | +8.5% | +2.1% | +7.8% |
| 3M | +15.2% | -4.1% | +19.3% | +16.1% |
| 6M | +36.7% | +46.9% | -10.3% | +22.1% |
| YTD | -0.6% | +38.4% | -39.0% | -11.2% |
| 1Y | -4.1% | +47.0% | -51.1% | -16.0% |
| 3Y | +73.2% | -14.9% | +88.2% | +71.6% |
| 5Y | +74.1% | -62.5% | +136.6% | +134.0% |
| 10Y | +222.9% | -33.9% | +256.8% | +273.0% |
| All | +222.9% | -35.6% | +258.6% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling