-20.4%
SAP vs BBWI
-33.4%
+12.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -0.3% | +1.6% | -1.8% | -0.4% |
| 30D | +2.6% | -6.2% | +8.8% | +3.2% |
| 3M | +16.3% | +4.3% | +11.9% | +15.8% |
| 6M | +6.4% | -7.2% | +13.6% | +6.7% |
| YTD | -11.4% | -3.0% | -8.4% | -11.4% |
| 1Y | -20.4% | -30.8% | +10.4% | -13.1% |
| All | -20.4% | -33.4% | +12.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling