-50.3%
TEAM vs SAP
+55.2%
-105.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | -0.4% | -2.9% | +2.5% | +2.4% |
| 30D | +67.3% | +9.0% | +58.3% | +55.9% |
| 3M | +86.8% | +14.9% | +71.8% | +66.7% |
| 6M | +146.8% | +11.9% | +134.9% | +127.2% |
| YTD | +16.9% | -9.9% | +26.8% | +28.6% |
| 1Y | +12.8% | -19.5% | +32.3% | +35.8% |
| 3Y | -7.3% | +61.8% | -69.1% | -43.4% |
| All | -50.3% | +55.2% | -105.6% | -73.4% |
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