+80.2%
SAP vs FRSH
-70.7%
+150.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +4.6% | -4.0% | -0.4% |
| 30D | +6.5% | -7.5% | +14.0% | +8.1% |
| 3M | +12.2% | -0.1% | +12.3% | +11.9% |
| 6M | +46.1% | +54.5% | -8.4% | +33.2% |
| YTD | -1.6% | +3.4% | -5.0% | -3.7% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.7% |
| 3Y | +68.4% | -26.3% | +94.6% | +69.3% |
| 5Y | +79.4% | -66.4% | +145.8% | +74.1% |
| All | +80.2% | -70.7% | +150.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling