+62.4%
SAP vs COO
-23.4%
+85.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +9.0% | -7.0% | +16.0% | +11.0% |
| 3M | +14.9% | +12.2% | +2.7% | +12.0% |
| 6M | +11.9% | -15.1% | +27.0% | +16.2% |
| YTD | -9.9% | -15.1% | +5.2% | -6.5% |
| 1Y | -19.5% | +2.3% | -21.9% | -20.2% |
| All | +62.4% | -23.4% | +85.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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