-19.5%
SAP vs IT
-24.5%
+4.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.9% |
| 7D | -2.9% | -6.0% | +3.1% | -0.5% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | +14.9% | +13.1% | +1.9% | +7.3% |
| 6M | +11.9% | +11.7% | +0.2% | +4.2% |
| YTD | -9.9% | -26.1% | +16.2% | -6.7% |
| 1Y | -19.5% | -21.3% | +1.7% | -17.9% |
| All | -19.5% | -24.5% | +4.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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