+140.2%
SAP vs IR
+288.5%
-148.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -2.9% | -2.8% | -0.1% | -2.0% |
| 30D | +9.0% | -15.1% | +24.1% | +14.8% |
| 3M | +14.9% | +6.1% | +8.9% | +12.1% |
| 6M | +11.9% | -16.8% | +28.7% | +17.5% |
| YTD | -9.9% | -3.5% | -6.4% | -10.8% |
| 1Y | -19.5% | -3.5% | -16.0% | -20.6% |
| 3Y | +61.8% | +9.5% | +52.3% | +49.2% |
| 5Y | +56.2% | +45.1% | +11.1% | +28.6% |
| All | +140.2% | +288.5% | -148.3% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling