+2.2%
TEAM vs SAP
-19.9%
+22.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -5.0% |
| 7D | -5.7% | -0.3% | -5.4% | -5.2% |
| 30D | +18.3% | +2.6% | +15.8% | +15.4% |
| 3M | +80.2% | +16.3% | +64.0% | +55.0% |
| 6M | +111.0% | +6.4% | +104.6% | +93.8% |
| YTD | +8.8% | -11.4% | +20.2% | +14.3% |
| 1Y | +2.2% | -20.4% | +22.6% | +14.1% |
| All | +2.2% | -19.9% | +22.1% | +14.1% |
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