+34.8%
SAP vs EW
+23.5%
+11.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -0.7% | +11.0% | -11.7% | -4.6% |
| 30D | +11.1% | +19.1% | -8.0% | +3.6% |
| 3M | +17.0% | +14.4% | +2.7% | +10.8% |
| 6M | +34.8% | +22.8% | +12.1% | +23.2% |
| All | +34.8% | +23.5% | +11.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 6mo: compounded portfolio wealth divided by compounded EW 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…
6mo analysis · Full analysis span regression · 6 months rolling