-12.5%
SAP vs Q
+74.5%
-87.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | -0.3% |
| 7D | -3.9% | +11.5% | -15.4% | -2.9% |
| 30D | +6.5% | -0.2% | +6.7% | +6.8% |
| 3M | +14.7% | -13.6% | +28.2% | +14.0% |
| 6M | +39.9% | -27.0% | +67.0% | +39.8% |
| YTD | -2.0% | +50.5% | -52.5% | -10.7% |
| 1Y | -6.0% | +33.8% | -39.8% | -12.9% |
| All | -12.5% | +74.5% | -87.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling