+74.6%
SAP vs PL
+36.0%
+38.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.5% |
| 7D | +1.5% | +5.6% | -4.1% | +1.0% |
| 30D | +8.8% | -16.9% | +25.8% | +9.9% |
| 3M | +12.1% | -38.2% | +50.3% | +15.2% |
| 6M | +34.6% | -63.4% | +98.0% | +42.3% |
| YTD | -2.1% | -27.6% | +25.5% | -4.0% |
| 1Y | -5.5% | +6.6% | -12.1% | -11.3% |
| 3Y | +67.4% | +557.6% | -490.2% | +20.5% |
| 5Y | +74.6% | +39.5% | +35.1% | +38.0% |
| All | +74.6% | +36.0% | +38.5% | +38.0% |
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 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