+318.4%
SAP vs PSX
+1,139.4%
-821.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.9% |
| 30D | +9.0% | +26.6% | -17.6% | +3.5% |
| 3M | +14.9% | +39.3% | -24.3% | +6.6% |
| 6M | +11.9% | +56.8% | -44.9% | +0.8% |
| YTD | -9.9% | +101.8% | -111.7% | -23.6% |
| 1Y | -19.5% | +99.6% | -119.1% | -31.8% |
| 3Y | +61.8% | +140.3% | -78.5% | +28.3% |
| 5Y | +56.2% | +339.3% | -283.2% | +3.2% |
| 10Y | +180.6% | +369.9% | -189.2% | +67.6% |
| All | +318.4% | +1,139.4% | -821.1% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling