+80.7%
SAP vs FRSH
-66.7%
+147.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +4.6% | -4.0% | -0.5% |
| 30D | +6.5% | -7.5% | +14.0% | +8.2% |
| 3M | +12.2% | -0.1% | +12.3% | +11.8% |
| 6M | +46.1% | +54.5% | -8.4% | +32.4% |
| YTD | -1.6% | +3.4% | -5.0% | -3.8% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.8% |
| 3Y | +68.4% | -26.3% | +94.6% | +69.4% |
| All | +80.7% | -66.7% | +147.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling