-18.8%
SAP vs BLK
-1.8%
-17.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -5.1% | -5.2% | +0.1% | -3.9% |
| 30D | -1.8% | -7.0% | +5.3% | -0.1% |
| 3M | +20.9% | +5.7% | +15.3% | +19.7% |
| 6M | +7.0% | +11.0% | -4.0% | +3.8% |
| YTD | -13.7% | +0.9% | -14.6% | -14.5% |
| All | -18.8% | -1.8% | -17.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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