+214.8%
SAP vs BP
+131.5%
+83.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | -0.7% | -11.6% | +11.0% | +2.0% |
| 30D | +11.1% | 0.0% | +11.1% | +10.9% |
| 3M | +17.0% | +6.7% | +10.3% | +14.9% |
| 6M | +34.8% | +2.2% | +32.7% | +33.2% |
| YTD | -2.2% | +33.0% | -35.2% | -10.2% |
| 1Y | -6.4% | +30.7% | -37.2% | -13.8% |
| 3Y | +75.1% | +44.2% | +31.0% | +54.9% |
| 5Y | +69.8% | +105.1% | -35.3% | +32.5% |
| All | +214.8% | +131.5% | +83.3% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling