+1,904.0%
SAP vs FIX
+7,433.0%
-5,529.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.6% | +13.0% | +3.6% |
| 7D | +4.0% | -27.2% | +31.3% | +9.6% |
| 30D | +15.7% | -46.9% | +62.6% | +28.8% |
| 3M | +23.4% | -44.4% | +67.8% | +35.4% |
| 6M | +41.3% | -50.9% | +92.2% | +56.0% |
| YTD | +2.0% | +3.5% | -1.5% | -4.6% |
| 1Y | -5.1% | -2.1% | -3.0% | -10.6% |
| 3Y | +82.1% | +418.7% | -336.6% | +14.7% |
| 5Y | +77.2% | +894.6% | -817.4% | -4.2% |
| 10Y | +233.6% | +3,465.5% | -3,231.9% | +31.7% |
| All | +1,904.0% | +7,433.0% | -5,529.0% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling