-5.5%
SAP vs M
+26.3%
-31.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | +1.5% | +5.0% | -3.5% | +0.9% |
| 30D | +8.8% | +10.6% | -1.8% | +7.7% |
| 3M | +12.1% | +1.6% | +10.5% | +11.4% |
| 6M | +34.6% | +30.8% | +3.7% | +31.6% |
| YTD | -2.1% | +16.9% | -19.0% | -4.1% |
| 1Y | -5.5% | +26.3% | -31.8% | -9.1% |
| All | -5.5% | +26.3% | -31.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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