+56.2%
SAP vs UUUU
+96.1%
-39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.3% |
| 30D | +0.3% | +1.8% | -1.5% | +0.2% |
| 3M | +16.9% | +1.3% | +15.6% | +16.8% |
| 6M | +6.3% | -26.8% | +33.1% | +7.0% |
| YTD | -12.4% | +0.1% | -12.5% | -13.3% |
| 1Y | -21.6% | +11.2% | -32.9% | -23.7% |
| All | +56.2% | +96.1% | -39.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling