+56.4%
SAP vs PAAS
+113.1%
-56.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -2.9% | -2.9% | 0.0% | -2.5% |
| 30D | +9.0% | +6.8% | +2.2% | +7.9% |
| 3M | +14.9% | -2.9% | +17.8% | +14.9% |
| 6M | +11.9% | -16.4% | +28.3% | +13.6% |
| YTD | -9.9% | 0.0% | -9.9% | -11.4% |
| 1Y | -19.5% | +54.3% | -73.9% | -26.6% |
| 3Y | +61.8% | +230.7% | -168.9% | +25.1% |
| All | +56.4% | +113.1% | -56.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling