+637.6%
TEAM vs SAP
+257.9%
+379.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.5% |
| 7D | -17.2% | +1.6% | -18.8% | -18.0% |
| 30D | -25.1% | +10.5% | -35.6% | -30.2% |
| 3M | +3.9% | +15.2% | -11.3% | -5.6% |
| 6M | +69.1% | +36.7% | +32.4% | +38.7% |
| YTD | -4.5% | -0.6% | -3.9% | -3.1% |
| 1Y | -1.9% | -4.1% | +2.3% | +1.9% |
| 3Y | -9.3% | +73.2% | -82.6% | -36.1% |
| 5Y | -65.2% | +74.1% | -139.3% | -76.3% |
| 10Y | +467.0% | +222.9% | +244.1% | +132.4% |
| All | +637.6% | +257.9% | +379.7% | +170.1% |
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 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