+82.7%
SAP vs PL
+403.1%
-320.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.1% | +11.6% | +1.8% |
| 7D | +4.0% | -20.5% | +24.6% | +4.9% |
| 30D | +15.7% | -38.8% | +54.5% | +17.8% |
| 3M | +23.4% | -49.1% | +72.5% | +26.5% |
| 6M | +41.3% | -69.4% | +110.6% | +47.2% |
| YTD | +2.0% | -42.3% | +44.3% | +0.9% |
| 1Y | -5.1% | -14.2% | +9.1% | -9.3% |
| All | +82.7% | +403.1% | -320.4% | +42.7% |
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