+120.9%
SAP vs NTR
+100.5%
+20.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | +8.1% | -11.0% | -4.5% |
| 30D | +9.0% | +18.8% | -9.7% | +5.1% |
| 3M | +14.9% | +16.2% | -1.3% | +11.1% |
| 6M | +11.9% | +9.8% | +2.1% | +8.8% |
| YTD | -9.9% | +30.9% | -40.8% | -16.2% |
| 1Y | -19.5% | +41.8% | -61.3% | -26.9% |
| 3Y | +61.8% | +35.8% | +26.0% | +46.2% |
| 5Y | +56.2% | +51.0% | +5.1% | +26.1% |
| All | +120.9% | +100.5% | +20.4% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling