+56.4%
SAP vs PL
+82.7%
-26.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.9% | -9.3% | +6.4% | -2.3% |
| 30D | +9.0% | -18.9% | +27.9% | +10.5% |
| 3M | +14.9% | -58.4% | +73.3% | +21.4% |
| 6M | +11.9% | -30.3% | +42.2% | +11.7% |
| YTD | -9.9% | -8.1% | -1.8% | -12.7% |
| 1Y | -19.5% | +180.5% | -200.0% | -31.3% |
| 3Y | +61.8% | +444.1% | -382.3% | +20.7% |
| All | +56.4% | +82.7% | -26.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling