+62.4%
SAP vs PL
+454.1%
-391.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.9% | -9.3% | +6.4% | -2.5% |
| 30D | +9.0% | -18.9% | +27.9% | +9.9% |
| 3M | +14.9% | -58.4% | +73.3% | +19.3% |
| 6M | +11.9% | -30.3% | +42.2% | +11.5% |
| YTD | -9.9% | -8.1% | -1.8% | -12.3% |
| 1Y | -19.5% | +180.5% | -200.0% | -28.9% |
| All | +62.4% | +454.1% | -391.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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