+142.9%
SAP vs FND
+57.3%
+85.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +0.3% | -19.6% | +19.9% | +4.9% |
| 3M | +16.9% | -4.3% | +21.2% | +17.2% |
| 6M | +6.3% | -20.4% | +26.8% | +10.3% |
| YTD | -12.4% | -21.9% | +9.5% | -9.2% |
| 1Y | -21.6% | -45.2% | +23.6% | -12.6% |
| 3Y | +54.8% | -49.2% | +104.0% | +69.0% |
| 5Y | +56.2% | -61.8% | +118.0% | +73.6% |
| All | +142.9% | +57.3% | +85.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling