+70.8%
SAP vs IR
+44.3%
+26.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.6% |
| 7D | -0.7% | +3.7% | -4.3% | -2.0% |
| 30D | +11.1% | +7.4% | +3.7% | +8.0% |
| 3M | +17.0% | -5.9% | +23.0% | +19.0% |
| 6M | +34.8% | +5.6% | +29.3% | +31.0% |
| YTD | -2.2% | +4.8% | -7.1% | -6.9% |
| 1Y | -6.4% | +6.9% | -13.4% | -11.9% |
| 3Y | +75.1% | +27.6% | +47.6% | +42.7% |
| All | +70.8% | +44.3% | +26.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling