-8.4%
TEAM vs SAP
+60.5%
-68.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | -0.4% | -2.9% | +2.5% | +2.3% |
| 30D | +67.3% | +9.0% | +58.3% | +56.4% |
| 3M | +86.8% | +14.9% | +71.8% | +67.0% |
| 6M | +146.8% | +11.9% | +134.9% | +125.7% |
| YTD | +16.9% | -9.9% | +26.8% | +23.8% |
| 1Y | +12.8% | -19.5% | +32.3% | +28.2% |
| All | -8.4% | +60.5% | -68.9% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling