-6.4%
SAP vs D
+19.8%
-26.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.2% |
| 7D | -0.7% | +3.0% | -3.6% | -0.5% |
| 30D | +11.1% | +11.5% | -0.4% | +12.0% |
| 3M | +17.0% | +3.7% | +13.3% | +16.7% |
| 6M | +34.8% | +13.5% | +21.3% | +35.7% |
| YTD | -2.2% | +20.7% | -22.9% | +1.3% |
| 1Y | -6.4% | +18.2% | -24.7% | -3.2% |
| All | -6.4% | +19.8% | -26.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling