-5.9%
SAP vs FLEX
+23.4%
-29.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.3% | +16.6% | +3.2% |
| 7D | +1.3% | -17.0% | +18.3% | -0.1% |
| 30D | +15.5% | -33.8% | +49.4% | +12.3% |
| 3M | +22.8% | -39.0% | +61.8% | +18.7% |
| 6M | +42.5% | -15.9% | +58.4% | +34.5% |
| YTD | +0.5% | +27.8% | -27.3% | -7.1% |
| 1Y | -5.9% | +25.0% | -30.9% | -13.2% |
| All | -5.9% | +23.4% | -29.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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