+236.6%
SAP vs BB
+21.8%
+214.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | +6.5% | +8.1% | -1.6% | +5.0% |
| 3M | +12.2% | -1.0% | +13.2% | +11.5% |
| 6M | +46.1% | +45.9% | +0.2% | +35.2% |
| YTD | -1.6% | +134.8% | -136.4% | -15.3% |
| 1Y | -5.1% | +104.6% | -109.7% | -16.9% |
| 3Y | +68.4% | +152.8% | -84.5% | +37.1% |
| 5Y | +79.4% | -17.4% | +96.9% | +64.8% |
| All | +236.6% | +21.8% | +214.8% | +140.1% |
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