+54.2%
SAP vs BNY
+256.4%
-202.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | -1.8% | +1.4% | -3.2% | -2.5% |
| 3M | +20.9% | +16.8% | +4.1% | +12.1% |
| 6M | +7.0% | +42.0% | -35.0% | -9.4% |
| YTD | -13.7% | +41.9% | -55.7% | -27.2% |
| 1Y | -19.6% | +59.2% | -78.8% | -35.8% |
| 3Y | +52.4% | +290.9% | -238.5% | -21.2% |
| All | +54.2% | +256.4% | -202.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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