+235.4%
SAP vs BB
+24.8%
+210.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -3.9% | +9.0% | -12.8% | -5.0% |
| 30D | +6.5% | +7.7% | -1.2% | +5.0% |
| 3M | +14.7% | +4.0% | +10.7% | +13.2% |
| 6M | +39.9% | +46.6% | -6.7% | +29.5% |
| YTD | -2.0% | +140.6% | -142.6% | -15.9% |
| 1Y | -6.0% | +103.1% | -109.1% | -17.6% |
| 3Y | +67.7% | +150.5% | -82.9% | +36.8% |
| 5Y | +78.8% | -15.4% | +94.2% | +63.7% |
| All | +235.4% | +24.8% | +210.6% | +138.5% |
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