+214.8%
SAP vs FIX
+3,608.1%
-3,393.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.6% | -5.0% |
| 7D | -0.7% | -17.5% | +16.8% | +1.8% |
| 30D | +11.1% | -41.6% | +52.7% | +20.1% |
| 3M | +17.0% | -40.6% | +57.6% | +25.5% |
| 6M | +34.8% | -49.4% | +84.2% | +46.7% |
| YTD | -2.2% | +9.2% | -11.4% | -11.6% |
| 1Y | -6.4% | +6.5% | -12.9% | -15.3% |
| 3Y | +75.1% | +448.7% | -373.6% | -3.1% |
| 5Y | +69.8% | +948.7% | -878.9% | -23.1% |
| All | +214.8% | +3,608.1% | -3,393.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling