+56.8%
SAP vs FND
-61.9%
+118.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.7% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +2.6% | -23.6% | +26.1% | +8.4% |
| 3M | +16.3% | +4.3% | +11.9% | +14.3% |
| 6M | +6.4% | -20.3% | +26.7% | +10.4% |
| YTD | -11.4% | -21.3% | +9.9% | -8.2% |
| 1Y | -20.4% | -45.4% | +25.0% | -10.9% |
| 3Y | +56.5% | -48.9% | +105.4% | +70.3% |
| 5Y | +56.8% | -61.0% | +117.8% | +66.5% |
| All | +56.8% | -61.9% | +118.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling