+2,233.8%
SAP vs BAX
+394.0%
+1,839.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +9.0% | -5.5% | +14.5% | +10.8% |
| 3M | +14.9% | +33.5% | -18.6% | +4.9% |
| 6M | +11.9% | +35.9% | -24.0% | +0.9% |
| YTD | -9.9% | +35.4% | -45.3% | -19.6% |
| 1Y | -19.5% | +9.8% | -29.3% | -23.9% |
| 3Y | +61.8% | -32.7% | +94.5% | +72.1% |
| 5Y | +56.2% | -65.6% | +121.7% | +103.6% |
| 10Y | +180.6% | -34.9% | +215.5% | +192.7% |
| All | +2,233.8% | +394.0% | +1,839.8% | +1,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling