+34.8%
SAP vs ROL
-29.5%
+64.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -0.7% | +9.5% | -10.2% | -2.8% |
| 30D | +11.1% | +22.9% | -11.8% | +5.4% |
| 3M | +17.0% | +3.5% | +13.5% | +16.0% |
| 6M | +34.8% | -29.4% | +64.2% | +34.7% |
| All | +34.8% | -29.5% | +64.3% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling