+62.4%
SAP vs PAAS
+236.3%
-173.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.6% |
| 30D | +9.0% | +6.8% | +2.2% | +8.2% |
| 3M | +14.9% | -2.9% | +17.8% | +15.0% |
| 6M | +11.9% | -16.4% | +28.3% | +13.1% |
| YTD | -9.9% | 0.0% | -9.9% | -10.8% |
| 1Y | -19.5% | +54.3% | -73.9% | -24.4% |
| All | +62.4% | +236.3% | -173.8% | +40.9% |
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