+77.2%
SAP vs PL
+11.6%
+65.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.1% | +11.6% | +2.1% |
| 7D | +4.0% | -20.5% | +24.6% | +5.5% |
| 30D | +15.7% | -38.8% | +54.5% | +19.3% |
| 3M | +23.4% | -49.1% | +72.5% | +28.6% |
| 6M | +41.3% | -69.4% | +110.6% | +50.9% |
| YTD | +2.0% | -42.3% | +44.3% | +1.6% |
| 1Y | -5.1% | -14.2% | +9.1% | -9.6% |
| 3Y | +82.1% | +398.7% | -316.5% | +33.8% |
| 5Y | +77.2% | +11.1% | +66.0% | +41.6% |
| All | +77.2% | +11.6% | +65.6% | +41.6% |
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