-19.6%
SAP vs NI
+4.9%
-24.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.6% |
| 7D | -5.1% | -0.6% | -4.5% | -5.2% |
| 30D | -1.8% | -1.4% | -0.4% | -1.9% |
| 3M | +20.9% | -10.6% | +31.5% | +20.1% |
| 6M | +7.0% | -9.9% | +16.9% | +6.0% |
| YTD | -13.7% | +1.2% | -14.9% | -17.1% |
| 1Y | -19.6% | +4.4% | -24.0% | -23.3% |
| All | -19.6% | +4.9% | -24.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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