-5.9%
SAP vs FIVE
+63.3%
-69.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +3.7% |
| 7D | +1.3% | +7.5% | -6.2% | +0.8% |
| 30D | +15.5% | +16.7% | -1.2% | +14.3% |
| 3M | +22.8% | +13.4% | +9.4% | +21.5% |
| 6M | +42.5% | +9.0% | +33.4% | +41.9% |
| YTD | +0.5% | +33.8% | -33.3% | -2.9% |
| 1Y | -5.9% | +61.2% | -67.1% | -12.7% |
| All | -5.9% | +63.3% | -69.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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