+947.7%
SAP vs BB
+307.3%
+640.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.6% | -4.9% |
| 7D | -0.7% | +3.8% | -4.5% | -1.4% |
| 30D | +11.1% | -0.3% | +11.4% | +10.5% |
| 3M | +17.0% | -0.5% | +17.5% | +15.9% |
| 6M | +34.8% | +45.9% | -11.1% | +21.9% |
| YTD | -2.2% | +130.6% | -132.8% | -19.2% |
| 1Y | -6.4% | +89.2% | -95.6% | -20.1% |
| 3Y | +75.1% | +137.5% | -62.4% | +35.5% |
| 5Y | +69.8% | -20.9% | +90.7% | +54.4% |
| 10Y | +219.8% | +25.4% | +194.4% | +118.4% |
| All | +947.7% | +307.3% | +640.4% | +278.7% |
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