-20.7%
SAP vs PSX
+103.1%
-123.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.7% |
| 7D | -0.3% | +2.8% | -3.1% | -0.2% |
| 30D | +2.6% | +27.8% | -25.2% | +2.6% |
| 3M | +16.3% | +42.0% | -25.8% | +15.9% |
| 6M | +6.4% | +58.1% | -51.7% | +6.2% |
| YTD | -11.4% | +105.0% | -116.4% | -11.3% |
| All | -20.7% | +103.1% | -123.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling