+75.1%
SAP vs FDS
-23.2%
+98.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -2.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +11.1% | +20.2% | -9.1% | +3.1% |
| 3M | +17.0% | +19.9% | -2.8% | +8.4% |
| 6M | +34.8% | +56.2% | -21.3% | +13.5% |
| YTD | -2.2% | +14.6% | -16.8% | -10.3% |
| 1Y | -6.4% | +31.6% | -38.0% | -17.4% |
| 3Y | +75.1% | -23.8% | +99.0% | +76.4% |
| All | +75.1% | -23.2% | +98.3% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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