-19.5%
SAP vs BN
-6.5%
-13.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.9% |
| 30D | +9.0% | -9.5% | +18.5% | +13.4% |
| 3M | +14.9% | -10.4% | +25.3% | +19.8% |
| 6M | +11.9% | -6.4% | +18.3% | +14.2% |
| YTD | -9.9% | -11.9% | +2.0% | -6.0% |
| 1Y | -19.5% | -8.6% | -10.9% | -16.4% |
| All | -19.5% | -6.5% | -13.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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