+75.1%
SAP vs FND
-36.7%
+111.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -0.7% | +7.7% | -8.4% | -1.9% |
| 30D | +11.1% | +11.9% | -0.8% | +8.9% |
| 3M | +17.0% | -14.6% | +31.6% | +19.4% |
| 6M | +34.8% | +0.5% | +34.4% | +33.7% |
| YTD | -2.2% | -15.8% | +13.6% | -0.7% |
| 1Y | -6.4% | -12.9% | +6.5% | -5.6% |
| 3Y | +75.1% | -34.2% | +109.3% | +85.0% |
| All | +75.1% | -36.7% | +111.9% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling