+68.4%
SAP vs ROL
+5.9%
+62.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | +6.5% | +19.8% | -13.2% | +3.0% |
| 3M | +12.2% | +7.9% | +4.3% | +10.4% |
| 6M | +46.1% | -25.6% | +71.7% | +52.7% |
| YTD | -1.6% | -34.1% | +32.5% | +4.4% |
| 1Y | -5.1% | -31.4% | +26.3% | -0.3% |
| 3Y | +68.4% | +4.7% | +63.7% | +66.2% |
| All | +68.4% | +5.9% | +62.5% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling