+82.7%
SAP vs COMP
+309.8%
-227.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.6% | +2.3% |
| 7D | +4.0% | -1.8% | +5.9% | +4.2% |
| 30D | +15.7% | -0.8% | +16.5% | +15.6% |
| 3M | +23.4% | -28.1% | +51.5% | +27.4% |
| 6M | +41.3% | +27.0% | +14.3% | +36.4% |
| YTD | +2.0% | -12.8% | +14.8% | +2.0% |
| 1Y | -5.1% | +4.9% | -10.0% | -6.8% |
| All | +82.7% | +309.8% | -227.1% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling