-6.4%
SAP vs GEN
+17.5%
-23.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.0% |
| 7D | -0.7% | +2.3% | -2.9% | -1.6% |
| 30D | +11.1% | +33.1% | -22.0% | -3.3% |
| 3M | +17.0% | +6.5% | +10.6% | +13.9% |
| 6M | +34.8% | +53.8% | -19.0% | +7.7% |
| YTD | -2.2% | +11.2% | -13.4% | -5.6% |
| 1Y | -6.4% | +19.4% | -25.8% | -11.3% |
| All | -6.4% | +17.5% | -23.9% | -11.3% |
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