+354.0%
SAP vs PSX
+1,093.9%
-739.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -0.7% | -13.1% | +12.5% | +2.2% |
| 30D | +11.1% | -9.5% | +20.6% | +13.2% |
| 3M | +17.0% | +20.2% | -3.2% | +11.9% |
| 6M | +34.8% | +44.9% | -10.1% | +23.5% |
| YTD | -2.2% | +94.4% | -96.6% | -16.7% |
| 1Y | -6.4% | +83.1% | -89.5% | -19.3% |
| 3Y | +75.1% | +132.2% | -57.0% | +39.6% |
| 5Y | +69.8% | +278.8% | -209.0% | +16.3% |
| 10Y | +219.8% | +354.2% | -134.3% | +91.6% |
| All | +354.0% | +1,093.9% | -739.9% | +103.6% |
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