-6.0%
SAP vs FND
-23.4%
+17.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.7% |
| 7D | -3.9% | -5.1% | +1.2% | -3.0% |
| 30D | +6.5% | +9.2% | -2.7% | +4.7% |
| 3M | +14.7% | -17.7% | +32.3% | +17.5% |
| 6M | +39.9% | +2.5% | +37.5% | +38.7% |
| YTD | -2.0% | -19.8% | +17.8% | +1.7% |
| 1Y | -6.0% | -22.7% | +16.7% | -1.9% |
| All | -6.0% | -23.4% | +17.4% | -1.9% |
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