+236.6%
SAP vs BP
+143.9%
+92.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.6% | +3.8% | -3.2% | -0.2% |
| 30D | +6.5% | -5.3% | +11.8% | +7.6% |
| 3M | +12.2% | +9.3% | +3.0% | +9.6% |
| 6M | +46.1% | +7.2% | +38.8% | +42.7% |
| YTD | -1.6% | +38.0% | -39.7% | -10.3% |
| 1Y | -5.1% | +33.2% | -38.3% | -12.9% |
| 3Y | +68.4% | +50.3% | +18.1% | +47.6% |
| 5Y | +79.4% | +114.1% | -34.7% | +38.6% |
| All | +236.6% | +143.9% | +92.7% | +156.9% |
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