+74.6%
SAP vs BR
+18.6%
+56.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +1.5% | +5.0% | -3.5% | -1.3% |
| 30D | +8.8% | +16.6% | -7.8% | -0.6% |
| 3M | +12.1% | +12.0% | +0.1% | +4.8% |
| 6M | +34.6% | +30.7% | +3.8% | +15.2% |
| YTD | -2.1% | -11.9% | +9.8% | +3.1% |
| 1Y | -5.5% | -11.6% | +6.0% | -0.8% |
| 3Y | +67.4% | +15.0% | +52.4% | +51.1% |
| 5Y | +74.6% | +18.1% | +56.5% | +46.0% |
| All | +74.6% | +18.6% | +56.0% | +46.0% |
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