-5.9%
SAP vs ROP
+10.4%
-16.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +1.9% |
| 7D | +1.3% | +11.7% | -10.4% | -5.1% |
| 30D | +15.5% | +35.5% | -19.9% | -4.0% |
| 3M | +22.8% | +25.6% | -2.8% | +7.1% |
| 6M | +42.5% | +39.3% | +3.2% | +15.7% |
| YTD | +0.5% | +11.6% | -11.1% | -13.9% |
| 1Y | -5.9% | +10.6% | -16.5% | -19.4% |
| All | -5.9% | +10.4% | -16.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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