-11.7%
SAP vs IRE
-98.0%
+86.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -33.9% | +35.4% | +0.9% |
| 7D | +4.0% | -57.1% | +61.2% | +3.0% |
| 30D | +15.7% | -84.4% | +100.1% | +13.3% |
| 3M | +23.4% | -85.0% | +108.4% | +21.0% |
| 6M | +41.3% | -95.2% | +136.5% | +39.5% |
| YTD | +2.0% | -93.9% | +95.9% | -0.6% |
| 1Y | -5.1% | -98.8% | +93.7% | -4.2% |
| All | -11.7% | -98.0% | +86.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling