-9.4%
T vs SAP
-5.9%
-3.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | -3.9% | +5.5% | +1.7% |
| 30D | -2.9% | +6.5% | -9.4% | -2.9% |
| 3M | -7.5% | +14.7% | -22.2% | -7.4% |
| 6M | -9.9% | +39.9% | -49.8% | -9.7% |
| YTD | -6.4% | -2.0% | -4.5% | -11.6% |
| 1Y | -9.4% | -6.0% | -3.4% | -14.2% |
| All | -9.4% | -5.9% | -3.5% | -14.2% |
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