+67.8%
SAP vs ROL
+4.8%
+63.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.5% | +0.8% | -3.2% | -2.6% |
| 30D | +7.5% | +20.6% | -13.1% | +3.8% |
| 3M | +11.6% | +4.5% | +7.2% | +10.5% |
| 6M | +37.6% | -26.5% | +64.1% | +44.2% |
| YTD | -2.0% | -34.8% | +32.9% | +4.3% |
| 1Y | -6.4% | -33.2% | +26.8% | -1.0% |
| All | +67.8% | +4.8% | +63.0% | +65.9% |
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 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