-5.5%
SAP vs URA
-30.3%
+24.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +8.8% | -14.8% | +23.6% | +9.1% |
| 3M | +12.1% | -25.3% | +37.4% | +12.5% |
| 6M | +34.6% | -39.9% | +74.5% | +37.6% |
| YTD | -2.1% | -22.4% | +20.3% | -1.7% |
| 1Y | -5.5% | -29.0% | +23.4% | -4.1% |
| All | -5.5% | -30.3% | +24.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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