-5.5%
SAP vs CAPR
+47.8%
-53.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.4% | -1.6% |
| 7D | +1.5% | +7.6% | -6.2% | +1.5% |
| 30D | +8.8% | +13.3% | -4.5% | +8.9% |
| 3M | +12.1% | +130.4% | -118.3% | +12.2% |
| 6M | +34.6% | -70.8% | +105.4% | +34.7% |
| YTD | -2.1% | -69.3% | +67.2% | -2.0% |
| 1Y | -5.5% | +59.5% | -65.1% | -6.5% |
| All | -5.5% | +47.8% | -53.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling