-6.0%
SAP vs GEN
+11.7%
-17.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.3% |
| 7D | -3.9% | -3.0% | -0.9% | -2.6% |
| 30D | +6.5% | +24.7% | -18.2% | -4.3% |
| 3M | +14.7% | +4.1% | +10.5% | +13.1% |
| 6M | +39.9% | +36.0% | +3.9% | +19.8% |
| YTD | -2.0% | +10.9% | -12.8% | -4.2% |
| 1Y | -6.0% | +12.2% | -18.2% | -8.6% |
| All | -6.0% | +11.7% | -17.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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