+75.1%
SAP vs PAAS
+182.2%
-107.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.3% |
| 7D | -0.7% | +8.4% | -9.1% | -1.4% |
| 30D | +11.1% | -7.2% | +18.3% | +11.7% |
| 3M | +17.0% | -14.0% | +31.1% | +18.3% |
| 6M | +34.8% | -26.8% | +61.6% | +38.0% |
| YTD | -2.2% | -19.8% | +17.6% | -1.4% |
| 1Y | -6.4% | +22.8% | -29.3% | -10.1% |
| 3Y | +75.1% | +183.6% | -108.5% | +52.4% |
| All | +75.1% | +182.2% | -107.0% | +52.4% |
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