-19.5%
SAP vs IR
-1.2%
-18.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.9% | -2.8% | -0.1% | -2.8% |
| 30D | +9.0% | -15.1% | +24.1% | +9.7% |
| 3M | +14.9% | +6.1% | +8.9% | +14.9% |
| 6M | +11.9% | -16.8% | +28.7% | +11.5% |
| YTD | -9.9% | -3.5% | -6.4% | -11.9% |
| 1Y | -19.5% | -3.5% | -16.0% | -21.8% |
| All | -19.5% | -1.2% | -18.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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