+56.2%
SAP vs NTR
+55.5%
+0.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +0.3% | +21.7% | -21.4% | -1.8% |
| 3M | +16.9% | +22.8% | -5.9% | +14.2% |
| 6M | +6.3% | +8.2% | -1.9% | +5.1% |
| YTD | -12.4% | +32.9% | -45.3% | -15.9% |
| 1Y | -21.6% | +45.3% | -67.0% | -25.8% |
| 3Y | +54.8% | +41.7% | +13.1% | +45.3% |
| 5Y | +56.2% | +49.8% | +6.3% | +30.7% |
| All | +56.2% | +55.5% | +0.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling