+54.4%
SAP vs MKTX
-60.6%
+115.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | -1.8% | +0.8% | -2.6% | -1.9% |
| 3M | +20.9% | +41.1% | -20.2% | +12.5% |
| 6M | +7.0% | -9.5% | +16.5% | +8.7% |
| YTD | -13.7% | -8.7% | -5.1% | -12.7% |
| 1Y | -19.6% | -10.0% | -9.6% | -18.5% |
| 3Y | +52.4% | -24.6% | +77.0% | +54.5% |
| 5Y | +54.4% | -60.3% | +114.7% | +60.6% |
| All | +54.4% | -60.6% | +115.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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