+224.0%
SAP vs BB
+28.9%
+195.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | +1.5% | +11.6% | -10.1% | 0.0% |
| 30D | +8.8% | +2.6% | +6.2% | +8.0% |
| 3M | +12.1% | +3.5% | +8.6% | +10.7% |
| 6M | +34.6% | +43.5% | -8.9% | +25.0% |
| YTD | -2.1% | +141.2% | -143.3% | -16.0% |
| 1Y | -5.5% | +97.4% | -103.0% | -16.8% |
| 3Y | +67.4% | +151.1% | -83.7% | +36.6% |
| 5Y | +74.6% | -12.8% | +87.4% | +59.3% |
| 10Y | +224.0% | +27.5% | +196.6% | +130.4% |
| All | +224.0% | +28.9% | +195.1% | +130.4% |
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