+34.8%
SAP vs IBB
+24.7%
+10.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.2% |
| 7D | -0.7% | -1.8% | +1.2% | -0.6% |
| 30D | +11.1% | +5.1% | +6.0% | +10.9% |
| 3M | +17.0% | +10.7% | +6.3% | +17.6% |
| 6M | +34.8% | +22.9% | +11.9% | +42.6% |
| All | +34.8% | +24.7% | +10.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 6mo: compounded portfolio wealth divided by compounded IBB 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…
6mo analysis · Full analysis span regression · 6 months rolling