-5.9%
SAP vs IP
+2.3%
-8.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.0% |
| 7D | +1.3% | +3.4% | -2.1% | +0.7% |
| 30D | +15.5% | +11.2% | +4.3% | +13.3% |
| 3M | +22.8% | -14.8% | +37.6% | +25.9% |
| 6M | +42.5% | +17.3% | +25.2% | +39.1% |
| YTD | +0.5% | -6.2% | +6.7% | +3.4% |
| 1Y | -5.9% | +2.3% | -8.3% | -4.8% |
| All | -5.9% | +2.3% | -8.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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