+56.4%
SAP vs BB
-30.6%
+87.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -5.6% | +2.7% | -2.1% |
| 30D | +9.0% | -11.8% | +20.8% | +10.9% |
| 3M | +14.9% | -25.5% | +40.5% | +18.5% |
| 6M | +11.9% | +121.3% | -109.4% | -5.0% |
| YTD | -9.9% | +103.2% | -113.1% | -22.4% |
| 1Y | -19.5% | +102.6% | -122.2% | -31.1% |
| 3Y | +61.8% | +37.5% | +24.3% | +42.7% |
| All | +56.4% | -30.6% | +87.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling