+54.4%
SAP vs LYB
-1.9%
+56.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -1.8% | +1.5% | -3.3% | -2.1% |
| 3M | +20.9% | -0.3% | +21.2% | +20.7% |
| 6M | +7.0% | +0.1% | +6.9% | +5.3% |
| YTD | -13.7% | +53.4% | -67.2% | -23.6% |
| 1Y | -19.6% | +25.6% | -45.2% | -25.4% |
| 3Y | +52.4% | -21.3% | +73.7% | +58.2% |
| 5Y | +54.4% | -2.4% | +56.9% | +48.8% |
| All | +54.4% | -1.9% | +56.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling