+950.6%
SAP vs BB
+338.1%
+612.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.4% |
| 7D | -2.5% | +7.3% | -9.8% | -3.8% |
| 30D | +7.5% | +11.2% | -3.8% | +4.8% |
| 3M | +11.6% | +4.7% | +7.0% | +9.6% |
| 6M | +37.6% | +51.1% | -13.5% | +23.7% |
| YTD | -2.0% | +148.0% | -150.0% | -20.0% |
| 1Y | -6.4% | +106.1% | -112.5% | -21.3% |
| 3Y | +67.7% | +158.2% | -90.5% | +27.8% |
| 5Y | +75.7% | -10.8% | +86.5% | +56.3% |
| 10Y | +229.3% | +29.3% | +200.0% | +123.8% |
| All | +950.6% | +338.1% | +612.5% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling