-18.7%
SAP vs BR
-31.7%
+13.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.1% | -3.0% | -1.1% | -1.9% |
| 30D | +1.1% | -0.3% | +1.4% | +1.3% |
| 3M | +26.1% | +17.3% | +8.8% | +11.6% |
| 6M | +9.8% | -6.7% | +16.5% | +10.8% |
| YTD | -13.6% | -23.4% | +9.9% | -2.5% |
| 1Y | -18.7% | -32.7% | +14.0% | -7.5% |
| All | -18.7% | -31.7% | +13.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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