+493.0%
SAP vs LYB
+634.9%
-141.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +2.6% | +9.5% | -6.9% | -0.1% |
| 3M | +16.3% | +1.3% | +15.0% | +15.2% |
| 6M | +6.4% | -1.7% | +8.1% | +4.8% |
| YTD | -11.4% | +54.1% | -65.6% | -24.1% |
| 1Y | -20.4% | +25.7% | -46.1% | -28.0% |
| 3Y | +56.5% | -20.9% | +77.4% | +58.7% |
| 5Y | +56.8% | -1.5% | +58.3% | +45.9% |
| 10Y | +176.2% | +45.0% | +131.2% | +106.4% |
| All | +493.0% | +634.9% | -141.8% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling