+62.4%
SAP vs M
+117.7%
-55.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.9% | +4.7% | -7.6% | -3.5% |
| 30D | +9.0% | -9.6% | +18.7% | +10.3% |
| 3M | +14.9% | +0.9% | +14.1% | +14.5% |
| 6M | +11.9% | +22.3% | -10.4% | +8.5% |
| YTD | -9.9% | +6.5% | -16.4% | -11.3% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.7% |
| All | +62.4% | +117.7% | -55.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling