-6.4%
SAP vs ROL
-35.3%
+28.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -0.7% | +9.5% | -10.2% | -1.9% |
| 30D | +11.1% | +22.9% | -11.8% | +8.1% |
| 3M | +17.0% | +3.5% | +13.5% | +15.8% |
| 6M | +34.8% | -29.4% | +64.2% | +34.6% |
| YTD | -2.2% | -36.1% | +33.8% | -3.8% |
| 1Y | -6.4% | -34.4% | +27.9% | -7.9% |
| All | -6.4% | -35.3% | +28.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling