+584.2%
SAP vs MKTX
+1,446.2%
-862.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | +1.1% | +7.9% | +8.8% |
| 3M | +14.9% | +36.1% | -21.2% | +7.1% |
| 6M | +11.9% | -12.9% | +24.8% | +13.8% |
| YTD | -9.9% | -8.5% | -1.4% | -9.3% |
| 1Y | -19.5% | -7.5% | -12.0% | -19.4% |
| 3Y | +61.8% | -28.3% | +90.1% | +66.5% |
| 5Y | +56.2% | -63.3% | +119.5% | +81.1% |
| 10Y | +180.6% | +4.5% | +176.1% | +155.2% |
| All | +584.2% | +1,446.2% | -862.0% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling