-5.9%
SAP vs BP
+35.3%
-41.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +3.6% |
| 7D | +1.3% | -8.4% | +9.7% | +0.1% |
| 30D | +15.5% | +2.2% | +13.3% | +16.1% |
| 3M | +22.8% | +8.8% | +14.0% | +24.8% |
| 6M | +42.5% | -0.5% | +43.0% | +42.2% |
| YTD | +0.5% | +36.2% | -35.7% | +7.1% |
| 1Y | -5.9% | +36.6% | -42.5% | -0.8% |
| All | -5.9% | +35.3% | -41.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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