-19.5%
SAP vs ITW
+5.8%
-25.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.9% | -3.6% | +0.7% | -2.6% |
| 30D | +9.0% | -9.1% | +18.2% | +10.0% |
| 3M | +14.9% | +8.2% | +6.7% | +16.2% |
| 6M | +11.9% | -4.8% | +16.7% | +12.2% |
| YTD | -9.9% | +11.0% | -20.9% | -10.9% |
| 1Y | -19.5% | +4.2% | -23.8% | -19.5% |
| All | -19.5% | +5.8% | -25.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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