+171.9%
SAP vs LYB
+48.3%
+123.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -4.1% | +0.3% | -4.3% | -4.1% |
| 30D | +1.1% | +2.5% | -1.4% | +0.4% |
| 3M | +26.1% | +1.4% | +24.7% | +25.1% |
| 6M | +9.8% | -3.5% | +13.3% | +8.8% |
| YTD | -13.6% | +52.0% | -65.6% | -24.9% |
| 1Y | -18.7% | +22.1% | -40.7% | -25.3% |
| 3Y | +54.1% | -22.8% | +76.9% | +57.9% |
| 5Y | +54.7% | -3.4% | +58.1% | +45.6% |
| All | +171.9% | +48.3% | +123.6% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling