+75.1%
SAP vs BAX
-19.9%
+95.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -0.7% | +12.1% | -12.8% | -2.6% |
| 30D | +11.1% | +7.6% | +3.5% | +9.6% |
| 3M | +17.0% | -4.5% | +21.5% | +17.7% |
| 6M | +34.8% | +52.0% | -17.2% | +26.6% |
| YTD | -2.2% | +35.1% | -37.4% | -7.6% |
| 1Y | -6.4% | +43.7% | -50.2% | -12.6% |
| 3Y | +75.1% | -20.9% | +96.1% | +84.3% |
| All | +75.1% | -19.9% | +95.1% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling