-5.9%
SAP vs BG
+7.2%
-13.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +4.6% |
| 7D | +1.3% | -3.8% | +5.1% | +0.7% |
| 30D | +15.5% | -9.6% | +25.2% | +13.6% |
| 3M | +22.8% | -8.5% | +31.3% | +20.9% |
| 6M | +42.5% | -23.0% | +65.5% | +37.0% |
| YTD | +0.5% | +10.9% | -10.3% | -0.4% |
| 1Y | -5.9% | +6.0% | -11.9% | -6.1% |
| All | -5.9% | +7.2% | -13.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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