+595.6%
SAP vs BR
+1,486.0%
-890.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +1.5% | +5.0% | -3.5% | -1.0% |
| 30D | +8.8% | +16.6% | -7.8% | +0.5% |
| 3M | +12.1% | +12.0% | +0.1% | +5.6% |
| 6M | +34.6% | +30.7% | +3.8% | +17.5% |
| YTD | -2.1% | -11.9% | +9.8% | +4.1% |
| 1Y | -5.5% | -11.6% | +6.0% | +0.2% |
| 3Y | +67.4% | +15.0% | +52.4% | +54.0% |
| 5Y | +74.6% | +18.1% | +56.5% | +55.9% |
| 10Y | +224.0% | +278.6% | -54.6% | +60.3% |
| All | +595.6% | +1,486.0% | -890.5% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling