+199.9%
TER vs SAP
-19.8%
+219.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.2% |
| 7D | +0.6% | -2.9% | +3.5% | -0.3% |
| 30D | -8.3% | +9.0% | -17.3% | -5.3% |
| 3M | -12.2% | +14.9% | -27.2% | -1.1% |
| 6M | +17.1% | +11.9% | +5.2% | +31.8% |
| YTD | +84.7% | -9.9% | +94.6% | +111.7% |
| 1Y | +199.9% | -19.5% | +219.5% | +249.8% |
| All | +199.9% | -19.8% | +219.7% | +249.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling