+56.5%
SAP vs BR
-4.7%
+61.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.1% |
| 7D | -0.3% | -5.9% | +5.7% | +3.6% |
| 30D | +2.6% | +1.9% | +0.7% | +1.3% |
| 3M | +16.3% | +14.7% | +1.6% | +6.8% |
| 6M | +6.4% | -12.8% | +19.2% | +12.7% |
| YTD | -11.4% | -23.0% | +11.6% | +0.1% |
| 1Y | -20.4% | -31.7% | +11.3% | -4.8% |
| 3Y | +56.5% | -4.8% | +61.3% | +58.9% |
| All | +56.5% | -4.7% | +61.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling