-6.0%
SAP vs IRE
-97.4%
+91.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.1% | -12.0% | +0.4% |
| 7D | -2.5% | -15.1% | +12.7% | -2.4% |
| 30D | +7.5% | -71.4% | +78.8% | +6.0% |
| 3M | +11.6% | -81.2% | +92.8% | +9.7% |
| 6M | +37.6% | -93.7% | +131.4% | +36.1% |
| YTD | -2.0% | -92.2% | +90.3% | -3.5% |
| All | -6.0% | -97.4% | +91.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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