-26.2%
SAP vs GLXY
+12.0%
-38.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.9% |
| 7D | -2.9% | +13.4% | -16.3% | -3.2% |
| 30D | +9.0% | +38.1% | -29.1% | +8.3% |
| 3M | +14.9% | -7.3% | +22.3% | +15.4% |
| 6M | +11.9% | +8.2% | +3.7% | +10.8% |
| YTD | -9.9% | +17.8% | -27.7% | -11.6% |
| 1Y | -19.5% | +14.9% | -34.5% | -19.9% |
| All | -26.2% | +12.0% | -38.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling