+355.3%
SAP vs PSX
+1,156.9%
-801.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +7.5% | -8.1% | +15.6% | +9.1% |
| 3M | +11.6% | +15.9% | -4.3% | +7.7% |
| 6M | +37.6% | +49.4% | -11.7% | +25.3% |
| YTD | -2.0% | +104.7% | -106.6% | -17.4% |
| 1Y | -6.4% | +89.1% | -95.5% | -19.8% |
| 3Y | +67.7% | +151.7% | -84.0% | +31.3% |
| 5Y | +75.7% | +298.3% | -222.6% | +19.1% |
| 10Y | +229.3% | +357.1% | -127.7% | +97.6% |
| All | +355.3% | +1,156.9% | -801.6% | +102.0% |
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