-65.3%
TEAM vs SAP
+70.5%
-135.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.1% | -12.0% | -12.1% |
| 7D | -19.8% | -0.7% | -19.2% | -19.1% |
| 30D | -21.5% | +11.1% | -32.6% | -28.9% |
| 3M | +39.5% | +17.0% | +22.5% | +21.5% |
| 6M | +73.1% | +34.8% | +38.2% | +33.9% |
| YTD | -5.2% | -2.2% | -3.0% | -3.1% |
| 1Y | -1.6% | -6.4% | +4.9% | +4.4% |
| 3Y | -11.4% | +75.1% | -86.6% | -51.3% |
| All | -65.3% | +70.5% | -135.8% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling