+783.5%
SAP vs BG
+937.2%
-153.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.9% | +1.5% | -5.3% | -4.2% |
| 30D | +6.5% | -7.0% | +13.6% | +8.4% |
| 3M | +14.7% | -10.0% | +24.6% | +17.2% |
| 6M | +39.9% | -19.8% | +59.7% | +46.4% |
| YTD | -2.0% | +14.3% | -16.2% | -7.0% |
| 1Y | -6.0% | +6.5% | -12.5% | -9.3% |
| 3Y | +67.7% | +4.4% | +63.3% | +58.9% |
| 5Y | +78.8% | +20.2% | +58.6% | +58.3% |
| 10Y | +229.3% | +108.5% | +120.8% | +132.5% |
| All | +783.5% | +937.2% | -153.6% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling