+52.5%
SOXX vs SAP
-5.6%
+58.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.4% | -2.1% |
| 7D | -13.7% | +1.3% | -15.0% | -13.4% |
| 30D | -23.6% | +15.5% | -39.1% | -20.9% |
| 3M | -16.9% | +22.8% | -39.7% | -12.6% |
| 6M | -2.4% | +42.5% | -44.9% | +8.2% |
| YTD | +49.8% | +0.5% | +49.3% | +73.7% |
| 1Y | +52.5% | -5.9% | +58.5% | +90.9% |
| All | +52.5% | -5.6% | +58.1% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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