+68.4%
SAP vs FLEX
+281.5%
-213.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | +0.6% | +7.5% | -6.8% | +0.4% |
| 30D | +6.5% | -25.3% | +31.8% | +7.5% |
| 3M | +12.2% | -39.7% | +51.9% | +14.2% |
| 6M | +46.1% | -47.9% | +93.9% | +48.8% |
| YTD | -1.6% | +24.1% | -25.7% | -14.3% |
| 1Y | -5.1% | +26.0% | -31.1% | -17.9% |
| 3Y | +68.4% | +282.7% | -214.3% | +22.5% |
| All | +68.4% | +281.5% | -213.2% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling