+2,233.8%
SAP vs NI
+2,153.0%
+80.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.9% | +2.0% | -4.9% | -3.6% |
| 30D | +9.0% | -3.5% | +12.6% | +10.3% |
| 3M | +14.9% | -9.1% | +24.1% | +18.5% |
| 6M | +11.9% | -11.8% | +23.7% | +16.3% |
| YTD | -9.9% | +1.1% | -11.0% | -11.1% |
| 1Y | -19.5% | +6.7% | -26.2% | -22.2% |
| 3Y | +61.8% | +71.1% | -9.3% | +29.9% |
| 5Y | +56.2% | +94.3% | -38.1% | +18.1% |
| 10Y | +180.6% | +135.8% | +44.8% | +88.9% |
| All | +2,233.8% | +2,153.0% | +80.7% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling