+2,194.5%
SAP vs BNY
+2,690.6%
-496.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -0.3% | +1.5% | -1.7% | -0.8% |
| 30D | +2.6% | +3.3% | -0.7% | +1.2% |
| 3M | +16.3% | +15.3% | +0.9% | +9.3% |
| 6M | +6.4% | +42.5% | -36.1% | -8.2% |
| YTD | -11.4% | +42.0% | -53.4% | -23.7% |
| 1Y | -20.4% | +59.3% | -79.7% | -34.5% |
| 3Y | +56.5% | +291.2% | -234.7% | -10.6% |
| 5Y | +56.8% | +252.1% | -195.3% | -8.1% |
| 10Y | +176.2% | +407.1% | -230.9% | +32.6% |
| All | +2,194.5% | +2,690.6% | -496.1% | +410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling