-6.0%
SAP vs BEN
+64.2%
-70.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -3.9% | +11.3% | -15.2% | -6.7% |
| 30D | +6.5% | +15.0% | -8.5% | +2.1% |
| 3M | +14.7% | +7.8% | +6.8% | +12.1% |
| 6M | +39.9% | +15.5% | +24.4% | +32.7% |
| YTD | -2.0% | +55.4% | -57.4% | -17.8% |
| 1Y | -6.0% | +63.3% | -69.3% | -23.4% |
| All | -6.0% | +64.2% | -70.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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