+17.1%
TER vs SAP
+13.1%
+4.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.0% |
| 7D | +0.6% | -2.9% | +3.5% | -1.0% |
| 30D | -8.3% | +9.0% | -17.3% | -3.2% |
| 3M | -12.2% | +14.9% | -27.2% | +7.1% |
| 6M | +17.1% | +11.9% | +5.2% | +40.4% |
| All | +17.1% | +13.1% | +4.0% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling