+56.2%
SAP vs NI
+95.2%
-39.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | +1.3% | -1.5% | -0.6% |
| 30D | +0.3% | -0.3% | +0.5% | +0.3% |
| 3M | +16.9% | -9.5% | +26.3% | +19.5% |
| 6M | +6.3% | -10.2% | +16.6% | +8.7% |
| YTD | -12.4% | +1.8% | -14.2% | -13.9% |
| 1Y | -21.6% | +5.7% | -27.3% | -23.9% |
| 3Y | +54.8% | +69.6% | -14.8% | +30.7% |
| 5Y | +56.2% | +95.8% | -39.6% | +21.5% |
| All | +56.2% | +95.2% | -39.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling