-5.1%
SAP vs FN
-36.4%
+31.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.2% | +15.7% | +0.3% |
| 7D | +4.0% | -16.0% | +20.0% | +2.8% |
| 30D | +15.7% | -40.1% | +55.8% | +11.7% |
| 3M | +23.4% | -43.9% | +67.3% | +19.2% |
| 6M | +41.3% | -55.6% | +96.9% | +36.2% |
| YTD | +2.0% | -35.7% | +37.6% | -4.9% |
| 1Y | -5.1% | -39.8% | +34.7% | -11.2% |
| All | -5.1% | -36.4% | +31.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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