+20.0%
SPY vs SAP
-19.8%
+39.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.3% |
| 30D | +0.1% | +9.0% | -9.0% | -0.6% |
| 3M | +2.0% | +14.9% | -13.0% | +1.4% |
| 6M | +13.0% | +11.9% | +1.1% | +12.5% |
| YTD | +13.5% | -9.9% | +23.4% | +15.8% |
| 1Y | +20.0% | -19.5% | +39.5% | +24.8% |
| All | +20.0% | -19.8% | +39.8% | +24.8% |
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