+82.7%
SAP vs PAAS
+178.1%
-95.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.7% |
| 7D | +4.0% | -0.4% | +4.5% | +4.0% |
| 30D | +15.7% | -11.6% | +27.3% | +16.9% |
| 3M | +23.4% | -15.6% | +39.0% | +25.0% |
| 6M | +41.3% | -19.1% | +60.4% | +42.8% |
| YTD | +2.0% | -20.9% | +22.9% | +3.0% |
| 1Y | -5.1% | +21.3% | -26.4% | -8.7% |
| All | +82.7% | +178.1% | -95.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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