+56.5%
SAP vs NI
+71.0%
-14.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.5% |
| 30D | +2.6% | -1.7% | +4.3% | +2.8% |
| 3M | +16.3% | -8.0% | +24.3% | +17.6% |
| 6M | +6.4% | -8.6% | +15.0% | +7.5% |
| YTD | -11.4% | +2.3% | -13.8% | -13.0% |
| 1Y | -20.4% | +6.9% | -27.3% | -22.6% |
| 3Y | +56.5% | +70.6% | -14.0% | +44.9% |
| All | +56.5% | +71.0% | -14.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling