+75.1%
SAP vs ROP
-3.8%
+78.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.9% |
| 30D | +11.1% | +32.9% | -21.8% | -6.9% |
| 3M | +17.0% | +20.0% | -3.0% | +4.6% |
| 6M | +34.8% | +36.4% | -1.6% | +11.5% |
| YTD | -2.2% | +7.8% | -10.1% | -8.2% |
| 1Y | -6.4% | +8.0% | -14.4% | -12.4% |
| 3Y | +75.1% | -3.5% | +78.6% | +78.3% |
| All | +75.1% | -3.8% | +78.9% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling