+171.3%
SAP vs BG
+171.4%
-0.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -5.1% | +3.7% | -8.8% | -5.7% |
| 30D | -1.8% | +12.3% | -14.1% | -3.8% |
| 3M | +20.9% | -2.2% | +23.1% | +21.0% |
| 6M | +7.0% | +5.3% | +1.7% | +5.4% |
| YTD | -13.7% | +42.4% | -56.1% | -19.9% |
| 1Y | -19.6% | +55.2% | -74.8% | -26.8% |
| 3Y | +52.4% | +21.0% | +31.4% | +43.9% |
| 5Y | +54.4% | +87.1% | -32.7% | +27.8% |
| All | +171.3% | +171.4% | -0.1% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling