+56.2%
SAP vs BR
+7.6%
+48.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -0.3% | -5.0% | +4.7% | +2.7% |
| 30D | +0.3% | -2.5% | +2.7% | +1.7% |
| 3M | +16.9% | +13.5% | +3.4% | +8.8% |
| 6M | +6.3% | -9.4% | +15.7% | +11.4% |
| YTD | -12.4% | -23.3% | +10.9% | -0.1% |
| 1Y | -21.6% | -31.6% | +10.0% | -5.4% |
| 3Y | +54.8% | -5.1% | +59.8% | +56.2% |
| 5Y | +56.2% | +8.2% | +48.0% | +35.7% |
| All | +56.2% | +7.6% | +48.6% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling