+56.4%
SAP vs RF
+89.8%
-33.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | -3.6% | +12.6% | +10.0% |
| 3M | +14.9% | +8.1% | +6.9% | +12.5% |
| 6M | +11.9% | +11.5% | +0.4% | +8.4% |
| YTD | -9.9% | +15.6% | -25.5% | -13.9% |
| 1Y | -19.5% | +15.7% | -35.2% | -23.3% |
| 3Y | +61.8% | +86.9% | -25.1% | +30.5% |
| All | +56.4% | +89.8% | -33.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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