+599.0%
SAP vs BR
+1,481.8%
-882.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +6.5% | +14.4% | -7.8% | -0.6% |
| 3M | +12.2% | +12.4% | -0.2% | +5.6% |
| 6M | +46.1% | +35.4% | +10.6% | +25.3% |
| YTD | -1.6% | -12.2% | +10.5% | +4.7% |
| 1Y | -5.1% | -12.7% | +7.6% | +1.3% |
| 3Y | +68.4% | +14.3% | +54.1% | +55.4% |
| 5Y | +79.4% | +19.3% | +60.1% | +59.4% |
| 10Y | +230.5% | +278.1% | -47.7% | +63.6% |
| All | +599.0% | +1,481.8% | -882.8% | +63.9% |
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