-5.9%
SAP vs S
+36.5%
-42.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | +1.3% | -8.2% | +9.5% | +3.9% |
| 30D | +15.5% | -7.6% | +23.2% | +17.8% |
| 3M | +22.8% | +12.0% | +10.8% | +15.4% |
| 6M | +42.5% | +50.6% | -8.1% | +18.7% |
| YTD | +0.5% | +56.6% | -56.1% | -18.6% |
| 1Y | -5.9% | +39.2% | -45.2% | -23.8% |
| All | -5.9% | +36.5% | -42.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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