+2,233.8%
SAP vs BP
+674.7%
+1,559.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.9% | +3.9% | -6.8% | -4.3% |
| 30D | +9.0% | +7.6% | +1.4% | +6.0% |
| 3M | +14.9% | +0.7% | +14.2% | +13.7% |
| 6M | +11.9% | +15.5% | -3.6% | +4.8% |
| YTD | -9.9% | +30.8% | -40.7% | -19.9% |
| 1Y | -19.5% | +34.3% | -53.8% | -29.5% |
| 3Y | +61.8% | +35.1% | +26.8% | +38.1% |
| 5Y | +56.2% | +126.8% | -70.7% | +5.2% |
| 10Y | +180.6% | +123.4% | +57.3% | +73.4% |
| All | +2,233.8% | +674.7% | +1,559.1% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling