-5.9%
SAP vs LYB
+47.4%
-53.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +9.0% | +4.0% |
| 7D | +1.3% | -6.2% | +7.5% | +1.1% |
| 30D | +15.5% | +6.3% | +9.2% | +15.8% |
| 3M | +22.8% | +4.1% | +18.7% | +23.0% |
| 6M | +42.5% | -15.5% | +57.9% | +41.8% |
| YTD | +0.5% | +50.2% | -49.7% | -2.2% |
| 1Y | -5.9% | +50.6% | -56.5% | -9.2% |
| All | -5.9% | +47.4% | -53.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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