+62.4%
SAP vs BB
+38.2%
+24.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -5.6% | +2.7% | -2.4% |
| 30D | +9.0% | -11.8% | +20.8% | +10.1% |
| 3M | +14.9% | -25.5% | +40.5% | +17.1% |
| 6M | +11.9% | +121.3% | -109.4% | +0.5% |
| YTD | -9.9% | +103.2% | -113.1% | -18.3% |
| 1Y | -19.5% | +102.6% | -122.2% | -27.3% |
| All | +62.4% | +38.2% | +24.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling