-4.1%
SAP vs Z
-58.2%
+54.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.5% |
| 7D | +1.6% | -5.2% | +6.8% | +2.9% |
| 30D | +10.5% | +5.7% | +4.8% | +7.2% |
| 3M | +15.2% | -8.7% | +23.9% | +17.4% |
| 6M | +36.7% | -26.0% | +62.7% | +46.0% |
| YTD | -0.6% | -55.0% | +54.5% | +18.0% |
| All | -4.1% | -58.2% | +54.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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