-42.9%
TER vs SAP
+30.7%
-73.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | -1.3% |
| 7D | -20.5% | -0.7% | -19.8% | -20.4% |
| 30D | -47.0% | +11.1% | -58.1% | -41.0% |
| 3M | -43.3% | +17.0% | -60.3% | -32.8% |
| 6M | -42.9% | +34.8% | -77.7% | -13.5% |
| All | -42.9% | +30.7% | -73.6% | -13.5% |
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 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