+149.8%
SAP vs FND
+66.0%
+83.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -2.9% | -5.2% | +2.3% | -1.8% |
| 30D | +9.0% | -19.9% | +28.9% | +14.0% |
| 3M | +14.9% | +2.7% | +12.2% | +13.4% |
| 6M | +11.9% | -21.7% | +33.6% | +16.4% |
| YTD | -9.9% | -17.5% | +7.6% | -7.7% |
| 1Y | -19.5% | -39.3% | +19.8% | -12.3% |
| 3Y | +61.8% | -49.8% | +111.6% | +77.3% |
| 5Y | +56.2% | -60.1% | +116.2% | +72.1% |
| All | +149.8% | +66.0% | +83.7% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling