-20.4%
SAP vs MTB
+23.0%
-43.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.3% | +2.8% | -3.0% | -0.5% |
| 30D | +2.6% | -4.2% | +6.8% | +3.0% |
| 3M | +16.3% | +7.8% | +8.5% | +15.9% |
| 6M | +6.4% | +14.8% | -8.4% | +5.3% |
| YTD | -11.4% | +20.8% | -32.2% | -12.9% |
| 1Y | -20.4% | +23.1% | -43.5% | -20.5% |
| All | -20.4% | +23.0% | -43.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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