+59.8%
SAP vs FND
-48.3%
+108.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -2.9% | -5.2% | +2.3% | -2.1% |
| 30D | +9.0% | -19.9% | +28.9% | +12.6% |
| 3M | +14.9% | +2.7% | +12.2% | +14.0% |
| 6M | +11.9% | -21.7% | +33.6% | +15.5% |
| YTD | -9.9% | -17.5% | +7.6% | -7.9% |
| 1Y | -19.5% | -39.3% | +19.8% | -14.1% |
| All | +59.8% | -48.3% | +108.1% | +68.4% |
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