+176.2%
SAP vs BB
+3.3%
+172.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +2.6% | -12.4% | +14.9% | +4.3% |
| 3M | +16.3% | -15.3% | +31.5% | +17.4% |
| 6M | +6.4% | +128.8% | -122.4% | -7.7% |
| YTD | -11.4% | +107.7% | -119.1% | -22.0% |
| 1Y | -20.4% | +103.9% | -124.3% | -30.1% |
| 3Y | +56.5% | +72.6% | -16.1% | +34.7% |
| 5Y | +56.8% | -24.3% | +81.0% | +46.3% |
| 10Y | +176.2% | +3.1% | +173.0% | +99.6% |
| All | +176.2% | +3.3% | +172.9% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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