+802.8%
TEAM vs SAP
+224.3%
+578.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.0% |
| 7D | -0.4% | -2.9% | +2.5% | +1.8% |
| 30D | +67.3% | +9.0% | +58.3% | +58.6% |
| 3M | +86.8% | +14.9% | +71.8% | +71.6% |
| 6M | +146.8% | +11.9% | +134.9% | +133.1% |
| YTD | +16.9% | -9.9% | +26.8% | +27.1% |
| 1Y | +12.8% | -19.5% | +32.3% | +31.5% |
| 3Y | -7.3% | +61.8% | -69.1% | -31.4% |
| 5Y | -50.7% | +56.2% | -106.9% | -64.0% |
| 10Y | +529.8% | +180.6% | +349.2% | +185.5% |
| All | +802.8% | +224.3% | +578.5% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling