+1,670.1%
SAP vs FIX
+12,471.5%
-10,801.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -2.9% | +6.0% | -8.9% | -4.0% |
| 30D | +9.0% | -7.2% | +16.3% | +10.2% |
| 3M | +14.9% | -15.9% | +30.8% | +16.7% |
| 6M | +11.9% | +12.7% | -0.8% | +5.9% |
| YTD | -9.9% | +72.8% | -82.7% | -22.4% |
| 1Y | -19.5% | +122.9% | -142.4% | -35.0% |
| 3Y | +61.8% | +774.3% | -712.5% | -6.6% |
| 5Y | +56.2% | +2,049.5% | -1,993.3% | -26.3% |
| 10Y | +180.6% | +5,821.5% | -5,640.8% | +1.9% |
| All | +1,670.1% | +12,471.5% | -10,801.3% | +320.7% |
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