+56.4%
SAP vs TPR
+239.8%
-183.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | +9.0% | -23.0% | +32.0% | +14.6% |
| 3M | +14.9% | -12.5% | +27.4% | +17.4% |
| 6M | +11.9% | -21.4% | +33.3% | +16.3% |
| YTD | -9.9% | -3.5% | -6.4% | -11.1% |
| 1Y | -19.5% | +17.4% | -36.9% | -24.6% |
| 3Y | +61.8% | +291.3% | -229.4% | +6.8% |
| All | +56.4% | +239.8% | -183.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling