-4.1%
SAP vs BP
+28.1%
-32.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | -6.9% | +8.5% | +0.6% |
| 30D | +10.5% | -3.6% | +14.1% | +10.1% |
| 3M | +15.2% | +8.4% | +6.7% | +17.0% |
| 6M | +36.7% | +5.3% | +31.3% | +38.2% |
| YTD | -0.6% | +33.2% | -33.7% | +5.8% |
| All | -4.1% | +28.1% | -32.2% | +2.2% |
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