+280.0%
SAP vs P
+485.4%
-205.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -2.9% | +6.5% | -9.4% | -4.0% |
| 30D | +9.0% | +18.8% | -9.8% | +5.1% |
| 3M | +14.9% | +26.7% | -11.8% | +8.6% |
| 6M | +11.9% | +62.2% | -50.3% | 0.0% |
| YTD | -9.9% | +48.5% | -58.4% | -18.6% |
| 1Y | -19.5% | +26.4% | -45.9% | -26.4% |
| 3Y | +61.8% | +159.4% | -97.6% | +21.2% |
| 5Y | +56.2% | +275.8% | -219.6% | +5.5% |
| 10Y | +180.6% | +732.0% | -551.4% | +56.6% |
| All | +280.0% | +485.4% | -205.4% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling