+56.2%
SAP vs BG
+84.9%
-28.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +0.3% | +10.3% | -10.0% | -0.3% |
| 3M | +16.9% | -1.9% | +18.8% | +17.0% |
| 6M | +6.3% | +5.2% | +1.1% | +5.8% |
| YTD | -12.4% | +41.2% | -53.6% | -15.1% |
| 1Y | -21.6% | +50.5% | -72.2% | -24.7% |
| 3Y | +54.8% | +19.9% | +34.9% | +51.6% |
| 5Y | +56.2% | +86.7% | -30.5% | +34.5% |
| All | +56.2% | +84.9% | -28.8% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling