+56.4%
SAP vs FIX
+2,061.9%
-2,005.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.9% | +6.0% | -8.9% | -3.6% |
| 30D | +9.0% | -7.2% | +16.3% | +9.8% |
| 3M | +14.9% | -15.9% | +30.8% | +16.2% |
| 6M | +11.9% | +12.7% | -0.8% | +6.2% |
| YTD | -9.9% | +72.8% | -82.7% | -22.0% |
| 1Y | -19.5% | +122.9% | -142.4% | -34.9% |
| 3Y | +61.8% | +774.3% | -712.5% | -16.6% |
| All | +56.4% | +2,061.9% | -2,005.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling