-19.6%
SAP vs NTR
+41.6%
-61.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -1.7% |
| 7D | -5.1% | -2.5% | -2.6% | -5.3% |
| 30D | -1.8% | +17.0% | -18.8% | -0.8% |
| 3M | +20.9% | +22.2% | -1.2% | +22.3% |
| 6M | +7.0% | +5.2% | +1.8% | +7.5% |
| YTD | -13.7% | +29.7% | -43.4% | -12.7% |
| 1Y | -19.6% | +39.4% | -59.0% | -19.0% |
| All | -19.6% | +41.6% | -61.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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