+114.1%
SAP vs COMP
-56.6%
+170.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.6% | +2.4% |
| 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% | +27.6% |
| 6M | +41.3% | +27.0% | +14.3% | +36.0% |
| YTD | +2.0% | -12.8% | +14.8% | +1.8% |
| 1Y | -5.1% | +4.9% | -10.0% | -7.2% |
| 3Y | +82.1% | +321.0% | -238.9% | +46.0% |
| 5Y | +77.2% | -25.6% | +102.7% | +51.9% |
| All | +114.1% | -56.6% | +170.7% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling