+75.1%
SAP vs M
+100.8%
-25.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.4% | -3.6% |
| 7D | -0.7% | -4.3% | +3.6% | -0.2% |
| 30D | +11.1% | +1.3% | +9.8% | +10.8% |
| 3M | +17.0% | -7.4% | +24.4% | +17.9% |
| 6M | +34.8% | +18.3% | +16.5% | +31.3% |
| YTD | -2.2% | +7.6% | -9.8% | -3.9% |
| 1Y | -6.4% | +17.4% | -23.8% | -9.3% |
| 3Y | +75.1% | +108.4% | -33.2% | +58.5% |
| All | +75.1% | +100.8% | -25.7% | +58.5% |
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