-19.6%
SAP vs UUUU
+4.2%
-23.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.6% |
| 7D | -5.1% | -5.0% | -0.1% | -5.2% |
| 30D | -1.8% | -7.8% | +6.0% | -1.9% |
| 3M | +20.9% | -0.4% | +21.4% | +21.3% |
| 6M | +7.0% | -32.9% | +39.9% | +7.0% |
| YTD | -13.7% | -6.3% | -7.5% | -12.7% |
| 1Y | -19.6% | +7.9% | -27.5% | -16.0% |
| All | -19.6% | +4.2% | -23.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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