+2,169.0%
SAP vs NTRS
+2,852.6%
-683.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.7% |
| 3M | +16.9% | +8.8% | +8.1% | +12.5% |
| 6M | +6.3% | +34.7% | -28.4% | -6.8% |
| YTD | -12.4% | +37.2% | -49.7% | -24.1% |
| 1Y | -21.6% | +46.3% | -68.0% | -34.0% |
| 3Y | +54.8% | +163.2% | -108.5% | -0.6% |
| 5Y | +56.2% | +86.9% | -30.8% | +12.6% |
| 10Y | +179.0% | +250.9% | -71.9% | +43.7% |
| All | +2,169.0% | +2,852.6% | -683.6% | +370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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