+33.9%
TER vs SAP
-4.0%
+37.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +13.5% |
| 7D | -5.8% | +1.6% | -7.4% | -4.8% |
| 30D | -38.9% | +10.5% | -49.5% | -35.8% |
| 3M | -35.1% | +15.2% | -50.3% | -30.1% |
| 6M | -31.6% | +36.7% | -68.3% | -17.2% |
| YTD | +27.2% | -0.6% | +27.8% | +56.7% |
| All | +33.9% | -4.0% | +37.9% | +72.5% |
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