-4.1%
SAP vs SN
+143.5%
-147.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | +1.6% | +7.6% | -6.0% | +0.2% |
| 30D | +10.5% | +24.1% | -13.5% | +6.0% |
| 3M | +15.2% | +23.7% | -8.5% | +10.3% |
| 6M | +36.7% | +105.5% | -68.8% | +21.9% |
| YTD | -0.6% | +105.1% | -105.7% | -11.7% |
| All | -4.1% | +143.5% | -147.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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