+62.4%
SAP vs P
+158.6%
-96.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.9% | +6.5% | -9.4% | -3.6% |
| 30D | +9.0% | +18.8% | -9.8% | +6.4% |
| 3M | +14.9% | +26.7% | -11.8% | +10.8% |
| 6M | +11.9% | +62.2% | -50.3% | +3.4% |
| YTD | -9.9% | +48.5% | -58.4% | -16.1% |
| 1Y | -19.5% | +26.4% | -45.9% | -24.5% |
| All | +62.4% | +158.6% | -96.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling