+70.8%
SAP vs COMP
-17.6%
+88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.7% | -14.9% | -5.4% |
| 7D | -0.7% | +13.4% | -14.1% | -2.3% |
| 30D | +11.1% | +11.1% | 0.0% | +9.4% |
| 3M | +17.0% | -18.8% | +35.9% | +19.4% |
| 6M | +34.8% | +10.5% | +24.3% | +32.0% |
| YTD | -2.2% | -3.4% | +1.2% | -3.7% |
| 1Y | -6.4% | +19.7% | -26.1% | -10.2% |
| 3Y | +75.1% | +381.6% | -306.5% | +36.0% |
| All | +70.8% | -17.6% | +88.4% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling