-20.9%
SAP vs Q
+75.3%
-96.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.6% |
| 7D | -0.3% | +6.7% | -7.0% | +0.1% |
| 30D | +2.6% | -10.6% | +13.2% | +1.9% |
| 3M | +16.3% | -14.6% | +30.9% | +14.4% |
| 6M | +6.4% | +12.1% | -5.7% | +0.4% |
| YTD | -11.4% | +51.3% | -62.7% | -19.5% |
| All | -20.9% | +75.3% | -96.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling