-6.0%
SAP vs FIVE
+63.0%
-69.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | +6.5% | +15.8% | -9.3% | +5.5% |
| 3M | +14.7% | +3.8% | +10.9% | +14.1% |
| 6M | +39.9% | +18.5% | +21.4% | +37.4% |
| YTD | -2.0% | +31.2% | -33.2% | -4.9% |
| 1Y | -6.0% | +61.8% | -67.8% | -12.7% |
| All | -6.0% | +63.0% | -69.0% | -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