+59.8%
SAP vs BP
+33.3%
+26.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.9% | +3.9% | -6.8% | -3.0% |
| 30D | +9.0% | +7.6% | +1.4% | +8.8% |
| 3M | +14.9% | +0.7% | +14.2% | +14.9% |
| 6M | +11.9% | +15.5% | -3.6% | +10.7% |
| YTD | -9.9% | +30.8% | -40.7% | -12.1% |
| 1Y | -19.5% | +34.3% | -53.8% | -21.9% |
| All | +59.8% | +33.3% | +26.4% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling