-20.7%
SAP vs FND
-45.0%
+24.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +2.6% | -23.6% | +26.1% | +6.5% |
| 3M | +16.3% | +4.3% | +11.9% | +15.6% |
| 6M | +6.4% | -20.3% | +26.7% | +10.0% |
| YTD | -11.4% | -21.3% | +9.9% | -8.1% |
| All | -20.7% | -45.0% | +24.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling