+70.8%
SAP vs BP
+103.6%
-32.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | -0.7% | -11.6% | +11.0% | +0.7% |
| 30D | +11.1% | 0.0% | +11.1% | +11.0% |
| 3M | +17.0% | +6.7% | +10.3% | +15.8% |
| 6M | +34.8% | +2.2% | +32.7% | +34.0% |
| YTD | -2.2% | +33.0% | -35.2% | -7.4% |
| 1Y | -6.4% | +30.7% | -37.2% | -11.2% |
| 3Y | +75.1% | +44.2% | +31.0% | +61.0% |
| All | +70.8% | +103.6% | -32.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling