-4.1%
SAP vs COMP
+25.5%
-29.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.9% |
| 7D | +1.6% | +14.5% | -12.9% | -0.5% |
| 30D | +10.5% | +14.9% | -4.4% | +8.0% |
| 3M | +15.2% | -14.2% | +29.4% | +17.3% |
| 6M | +36.7% | +23.7% | +12.9% | +31.3% |
| YTD | -0.6% | +2.1% | -2.6% | -0.6% |
| All | -4.1% | +25.5% | -29.5% | -7.3% |
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