-20.4%
SAP vs BEN
+45.8%
-66.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.3% | +4.7% | -4.9% | -1.7% |
| 30D | +2.6% | +2.6% | 0.0% | +1.7% |
| 3M | +16.3% | +11.5% | +4.8% | +11.9% |
| 6M | +6.4% | +35.3% | -28.9% | -5.6% |
| YTD | -11.4% | +48.6% | -60.1% | -23.2% |
| 1Y | -20.4% | +46.7% | -67.1% | -32.1% |
| All | -20.4% | +45.8% | -66.2% | -32.1% |
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