+56.4%
SAP vs COMP
-31.2%
+87.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +9.0% | -13.3% | +22.3% | +10.7% |
| 3M | +14.9% | +41.1% | -26.2% | +9.9% |
| 6M | +11.9% | +17.2% | -5.3% | +8.5% |
| YTD | -9.9% | +5.2% | -15.1% | -11.8% |
| 1Y | -19.5% | +18.9% | -38.5% | -22.7% |
| 3Y | +61.8% | +215.9% | -154.1% | +32.5% |
| All | +56.4% | -31.2% | +87.6% | +43.7% |
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