-19.6%
SAP vs FRSH
-10.8%
-8.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.1% | -11.2% | +6.0% | +0.6% |
| 30D | -1.8% | -0.8% | -0.9% | -1.6% |
| 3M | +20.9% | +26.4% | -5.5% | +7.6% |
| 6M | +7.0% | +48.4% | -41.4% | -10.6% |
| YTD | -13.7% | -3.1% | -10.6% | -13.7% |
| 1Y | -19.6% | -8.7% | -10.9% | -19.1% |
| All | -19.6% | -10.8% | -8.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling