-6.4%
SAP vs COMP
+16.2%
-22.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.7% | -14.9% | -5.6% |
| 7D | -0.7% | +13.4% | -14.1% | -2.6% |
| 30D | +11.1% | +11.1% | 0.0% | +9.0% |
| 3M | +17.0% | -18.8% | +35.9% | +20.1% |
| 6M | +34.8% | +10.5% | +24.3% | +31.5% |
| YTD | -2.2% | -3.4% | +1.2% | -1.5% |
| 1Y | -6.4% | +19.7% | -26.1% | -9.4% |
| All | -6.4% | +16.2% | -22.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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