-19.5%
SAP vs FIVE
+66.7%
-86.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.3% |
| 7D | -2.9% | +4.3% | -7.2% | -3.2% |
| 30D | +9.0% | +12.5% | -3.5% | +7.8% |
| 3M | +14.9% | +31.2% | -16.3% | +12.1% |
| 6M | +11.9% | +14.4% | -2.5% | +10.0% |
| YTD | -9.9% | +33.9% | -43.8% | -13.7% |
| 1Y | -19.5% | +65.1% | -84.6% | -26.3% |
| All | -19.5% | +66.7% | -86.2% | -26.3% |
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