+60.4%
SAP vs FRSH
-72.4%
+132.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -0.3% | -9.6% | +9.3% | +1.9% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +16.9% | +27.2% | -10.3% | +11.2% |
| 6M | +6.3% | +42.2% | -35.9% | -1.0% |
| YTD | -12.4% | -2.6% | -9.8% | -12.9% |
| 1Y | -21.6% | -10.2% | -11.5% | -21.0% |
| 3Y | +54.8% | -45.5% | +100.3% | +64.3% |
| All | +60.4% | -72.4% | +132.9% | +56.0% |
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